christophmark / bayesloopLinks
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
☆165Updated 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☆269Updated 3 weeks ago
- An extension of CatBoost to probabilistic modelling☆143Updated last year
- Bayesian models to compute performance and uncertainty of returns and alpha.☆110Updated 2 years ago
- pymc-learn: Practical probabilistic machine learning in Python☆228Updated 4 years ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago
- Time Series Cross-Validation -- an extension for scikit-learn☆256Updated 2 years ago
- ☆113Updated this week
- A library that unifies the API for most commonly used libraries and modeling techniques for time-series forecasting in the Python ecosyst…☆150Updated last year
- GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3☆327Updated 4 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- Predict time-series with one line of code.☆423Updated 7 months ago
- Elo ratings for global black box derivative-free optimizers☆141Updated 4 months ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆79Updated 6 months ago
- PyStan, a Python interface to Stan, a platform for statistical modeling. Documentation: https://pystan.readthedocs.io☆353Updated 11 months ago
- a python 3 library based on deap providing abstraction layers for symbolic regression problems.☆93Updated 3 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 3 years ago
- A library of information-theoretic methods for data analysis and machine learning, implemented in Python and NumPy.☆95Updated 3 weeks ago
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆71Updated 2 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆74Updated 7 years ago
- Generalized additive models in Python with a Bayesian twist☆78Updated last year
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Updated 2 years ago
- xi correlation method adapted for python☆149Updated 2 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆111Updated 10 years ago
- Time series analysis suite☆100Updated 2 years ago
- Time should be taken seer-iously☆316Updated 2 years ago
- Better `keras` models for time series and beyond☆61Updated last year
- Forecasting with Gradient Boosted Time Series Decomposition☆195Updated last year
- Hurst exponent evaluation and R/S-analysis in Python☆316Updated last year
- A Python library for the fast symbolic approximation of time series☆45Updated 3 weeks ago