TsLu1s / tsforecasting
TSForecasting: Automated Time Series Forecasting Framework
☆28Updated 4 months ago
Alternatives and similar repositories for tsforecasting:
Users that are interested in tsforecasting are comparing it to the libraries listed below
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.☆60Updated 9 months ago
- Time series regime analysis in python☆13Updated 2 years ago
- ☆26Updated 6 months ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- ☆13Updated last year
- A Python library for the fast symbolic approximation of time series☆44Updated last month
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆34Updated 2 months ago
- A library for Time Series EDA (exploratory data analysis)☆69Updated 7 months ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Time-Series Cross-Validation Module☆44Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Updated 2 years ago
- Prize-winning solution to the M6 Forecasting Competition☆21Updated 2 years ago
- ☆14Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Volatility models for stock prices using deep learning and mixture models.☆15Updated 2 years ago
- ☆16Updated 4 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- A toolkit to boost the productivity of machine learning engineers.☆52Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆24Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- Non-parametric method for estimating regime change in bivariate time series setting.☆13Updated 7 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Conformal Prediction - A Practical Guide with MAPIE☆14Updated last year
- Hierarchical Forecasting at Scale☆13Updated last year
- ☆16Updated last month
- Elo ratings for time-series forecasting packages☆23Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆54Updated 8 months ago