Alternatives and similar repositories for rbocpdms

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

• alan-turing-institute / bocpdms
  ☆32Updated 6 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• mzaradzki / hft-statistical-learning
  Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book
  ☆9Updated 7 years ago
• dlegor / rad
  Implementation of Robust PCA and Robust Deep Autoencoder over Time Series
  ☆14Updated 5 years ago
• rsnirwan / GPLVMsInFinance
  Applications of Gaussian Process Latent Variable Models in Finance
  ☆11Updated 2 years ago
• KurochkinAlexey / Recurrent-neural-processes
  Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf
  ☆22Updated 5 years ago
• zalandoresearch / probrnn
  State space modeling with recurrent neural networks
  ☆45Updated 7 years ago
• big-data-lab-umbc / ensemble_causality_learning
  ☆10Updated 4 years ago
• sjblim / rnf-ijcnn-2020
  Recurrent Neural Filters for Time Series Prediction
  ☆24Updated 5 years ago
• abrvkh / WaveNet_simple
  A simple implementation of the WaveNet model for time series forecasting
  ☆26Updated 7 years ago
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 5 years ago
• cauchyturing / Deconv_SAX
  Representation Learning with Deconvolutional Networks for Multivariate Time Series
  ☆12Updated 8 years ago
• taposh / forecast
  Forecasting library in python
  ☆13Updated 5 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• OctoberChang / klcpd_code
  Kernel Change-point Detection with Auxiliary Deep Generative Models (ICLR 2019 paper)
  ☆59Updated last year
• xiaojunxu / nsvm
  Supporting repository for ICLR 2017 paper submission.
  ☆16Updated 8 years ago
• csinva / disentangled-attribution-curves
  Using / reproducing DAC from the paper "Disentangled Attribution Curves for Interpreting Random Forests and Boosted Trees"
  ☆28Updated 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
• nmuralid1 / DynamicAttentionNetworks
  Dynamic Attention Networks For Time Series State Forecasting in Cyber Physical Systems
  ☆10Updated 5 years ago
• rtavenar / keras_shapelets
  Efficient implementation of Learning Time-Series Shapelets using keras
  ☆25Updated 7 years ago
• bperezorozco / ordinal_tsf
  ☆29Updated 5 years ago
• karlnapf / ds3_kernel_testing
  Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"
  ☆26Updated 6 years ago
• belaalb / CEVAE-VampPrior
  CEVAE with VampPrior
  ☆11Updated 6 years ago
• kayuksel / combinatorial-bandit
  A method to search for a subset of best performing items wrt black-box reward function
  ☆12Updated 6 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated 2 years ago
• DiegoAE / BOSD
  ☆26Updated 5 years ago
• chaitanya-m / kdd2018
  Files submitted to kdd2018 for EFDT paper
  ☆22Updated 6 years ago
• dongkuanx27 / DeepTrends
  Tensorized LSTM with Adaptive Shared Memory for Learning Trends in Multivariate Time Series (AAAI'20)
  ☆48Updated 3 years ago
• freddiev4 / financial-ts-prediction-with-deeplearning
  (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"
  ☆16Updated 7 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago