Alternatives and similar repositories for rPSMF

Users that are interested in rPSMF are comparing it to the libraries listed below

• alan-turing-institute / bocpdms
  ☆35Updated 7 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆72Updated 3 years ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆22Updated last year
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆14Updated 4 years ago
• Rose-STL-Lab / torchTS
  Time series forecasting with PyTorch
  ☆85Updated 2 weeks ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• StatMixedML / DGBM
  Distributional Gradient Boosting Machines
  ☆27Updated 2 years ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• lanl / pyBASS
  Bayesian Adaptive Spline Surfaces for flexible and automatic regression
  ☆25Updated last month
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆80Updated 2 years ago
• DarkEyes / VLTimeSeriesCausality
  A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
  ☆56Updated last year
• majianthu / transferentropy
  Code for the paper "Estimating Transfer Entropy via Copula Entropy"
  ☆42Updated 2 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• salesforce / online_conformal
  Methods for online conformal prediction.
  ☆117Updated 6 months ago
• huaweicloud / c2far_forecasting
  This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…
  ☆13Updated last year
• chlubba / op_importance
  Compute set of important operations for HCTSA code
  ☆27Updated 5 years ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆83Updated 5 months ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 3 years ago
• roprisor / alphamodel
  Alpha model skeletons & examples
  ☆12Updated 2 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• pmorenoz / HierCPD
  Hierarchical Change-Point Detection
  ☆14Updated 7 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆37Updated last year
• kamilest / conformal-rnn
  Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
  ☆77Updated last year
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• lavinei / pybats
  Bayesian time series forecasting and decision analysis
  ☆119Updated 2 years ago
• Beacon-Platform / trellis
  Trellis is a Python framework for research into deep hedging
  ☆23Updated 4 years ago
• jmarecek / OnlineLDS
  Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…
  ☆19Updated 4 years ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆41Updated 7 months ago