christophmark / bayesloopLinks
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
☆166Updated last year
Alternatives and similar repositories for bayesloop
Users that are interested in bayesloop are comparing it to the libraries listed below
Sorting:
- A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python☆271Updated last week
- Bayesian models to compute performance and uncertainty of returns and alpha.☆110Updated 2 years ago
- Time Series Cross-Validation -- an extension for scikit-learn☆256Updated 2 years ago
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆72Updated 2 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆79Updated last week
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Elo ratings for global black box derivative-free optimizers☆141Updated 5 months ago
- Python copulas library for dependency modeling☆102Updated 4 years ago
- Better `keras` models for time series and beyond☆61Updated last year
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- An extension of CatBoost to probabilistic modelling☆145Updated last year
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 3 years ago
- ☆52Updated 4 years ago
- Python Copula Module☆43Updated 2 years ago
- Time series analysis suite☆100Updated 2 years ago
- Multivariate data modelling with Copulas in Python☆153Updated 5 months ago
- Hurst exponent evaluation and R/S-analysis in Python☆321Updated last year
- A library for discrete-time Markov chains analysis.☆90Updated 6 months ago
- Python library for multivariate dependence modeling with Copulas☆112Updated last year
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆49Updated last year
- 🪁 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
- Generalized additive models in Python with a Bayesian twist☆78Updated last year
- A library of information-theoretic methods for data analysis and machine learning, implemented in Python and NumPy.☆98Updated 2 months ago
- Predict time-series with one line of code.☆424Updated 8 months ago
- A Python library for the fast symbolic approximation of time series☆45Updated 2 months ago
- ☆159Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago