christophmark / bayesloopLinks
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
☆168Updated 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☆279Updated 2 weeks ago
- Time Series Cross-Validation -- an extension for scikit-learn☆258Updated 2 years ago
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆72Updated 2 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆81Updated 2 months ago
- An extension of CatBoost to probabilistic modelling☆147Updated last year
- ☆52Updated 5 years ago
- Elo ratings for global black box derivative-free optimizers☆141Updated 7 months ago
- Predict time-series with one line of code.☆430Updated 10 months ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Time series analysis suite☆100Updated 2 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- Bayesian time series forecasting and decision analysis☆117Updated 2 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆49Updated last year
- Better `keras` models for time series and beyond☆61Updated last year
- A Python library for the fast symbolic approximation of time series☆46Updated 4 months ago
- Generalized additive models in Python with a Bayesian twist☆78Updated 3 weeks ago
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Updated 2 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- Python Copula Module☆43Updated 2 years ago
- Nonlinear Nonparametric Statistics☆89Updated this week
- A library of information-theoretic methods for data analysis and machine learning, implemented in Python and NumPy.☆99Updated 4 months ago
- esig python package☆48Updated 9 months ago
- Multivariate data modelling with Copulas in Python☆157Updated 7 months ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 4 years ago
- scikit-learn-inspired time series☆200Updated last year
- A library for discrete-time Markov chains analysis.☆93Updated 8 months ago
- Forecasting with Gradient Boosted Time Series Decomposition☆196Updated 2 years ago