Techtonique / ahead_python
Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)
☆13Updated 6 months ago
Alternatives and similar repositories for ahead_python:
Users that are interested in ahead_python are comparing it to the libraries listed below
- Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms☆25Updated 2 years ago
- ☆16Updated last year
- Bayesian methods for time series analysis with code in Julia☆14Updated last year
- A repository for nowcasting with signature methods☆25Updated last year
- An R package to estimate the effect of interventions on univariate time series using ARIMA models☆19Updated 10 months ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated 11 months ago
- code and demo for hierarchical stacking paper☆9Updated 3 years ago
- How to use EconML within R☆11Updated 5 years ago
- Sparse estimation of large time series models☆30Updated last year
- That's weird: Anomaly detection using R☆42Updated 3 months ago
- Regression model building and forecasting in R☆30Updated last week
- Adaptive debiased machine learning of treatment effects with the highly adaptive lasso☆14Updated 3 weeks ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆9Updated 3 years ago
- Data for and description of the ACIC 2023 data competition☆32Updated last year
- MAPA package for R☆15Updated last year
- Supplemental R Examples on Applied Conformal Prediction. These examples follow Practical Guide to Applied Conformal Prediction in Python,…☆42Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 6 months ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆21Updated last week
- ☆27Updated 5 months ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆29Updated this week
- RBA's MARTIN Macroeconometric Model of the Australian Economy☆21Updated 3 years ago
- Methods and tools for multistep-ahead time series conformal prediction.☆33Updated this week
- R package to compute distribution-free prediction bands using density estimators☆9Updated 3 years ago
- Every big regression is a small regression with weights.☆40Updated 3 weeks ago
- Introduction to Econometrics at the University of Oregon (EC421) during Spring quarter, 2020. Taught by Ed Rubin☆15Updated 3 years ago
- High-dimensional fixed effect estimation with pytorch☆18Updated 4 years ago
- ☆8Updated 3 years ago
- ☆14Updated last week
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago