Alternatives and similar repositories for bayesloop

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

• sktime / skpro
  A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python
  ☆271Updated last week
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 2 years ago
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆79Updated last week
• StatMixedML / CatBoostLSS
  An extension of CatBoost to probabilistic modelling
  ☆144Updated last year
• WenjieZ / TSCV
  Time Series Cross-Validation -- an extension for scikit-learn
  ☆256Updated 2 years ago
• pafoster / pyitlib
  A library of information-theoretic methods for data analysis and machine learning, implemented in Python and NumPy.
  ☆98Updated last month
• microprediction / timemachines
  Predict time-series with one line of code.
  ☆423Updated 8 months ago
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆110Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆141Updated 4 months ago
• TommasoBelluzzo / PyDTMC
  A library for discrete-time Markov chains analysis.
  ☆89Updated 5 months ago
• sktime / pysf
  Supervised forecasting of sequential data in Python.
  ☆55Updated 6 years ago
• luke14free / pm-prophet
  GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3
  ☆327Updated 4 years ago
• devindg / pybuc
  Bayesian Structural Time Series / Unobserved Components
  ☆32Updated last week
• Nixtla / tsfeatures
  Calculates various features from time series data. Python implementation of the R package tsfeatures.
  ☆412Updated last year
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆111Updated last year
• czbiohub-sf / xicor
  xi correlation method adapted for python
  ☆149Updated 2 years ago
• parsing-science / pymc3_models
  ☆158Updated 2 years ago
• Ambrosys / glyph
  a python 3 library based on deap providing abstraction layers for symbolic regression problems.
  ☆94Updated 3 years ago
• partofthething / ace
  Python package for performing the Alternating Conditional Expectation (ACE) regression
  ☆72Updated 2 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆153Updated 4 months ago
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆74Updated 7 years ago
• dream-faster / fold
  🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …
  ☆101Updated last year
• ajayarunachalam / Deep_XF
  Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…
  ☆118Updated 2 years ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 6 months ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆76Updated 2 months ago
• cvxgrp / cov_pred_finance
  ☆67Updated 2 weeks ago
• stan-dev / pystan
  PyStan, a Python interface to Stan, a platform for statistical modeling. Documentation: https://pystan.readthedocs.io
  ☆353Updated 11 months ago
• zillow / quantile-forest
  Quantile Regression Forests compatible with scikit-learn.
  ☆232Updated this week