constantino-garcia / nonlinearTseriesLinks
Nonlinear time series analysis in R
☆36Updated 11 months ago
Alternatives and similar repositories for nonlinearTseries
Users that are interested in nonlinearTseries are comparing it to the libraries listed below
Sorting:
- Full Bayesian Inference for Hidden Markov Models☆43Updated 6 years ago
- Code to implement transfer entropy (Shannon and Renyi)☆23Updated 2 years ago
- Multivariate Autoregressive State-Space Modeling with R☆52Updated last month
- Bayesian Inference of State Space Models☆46Updated 11 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- KFAS: R Package for Exponential Family State Space Models☆68Updated 3 months ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆46Updated 5 years ago
- R package for Tools for Handling Extraction of Features from Time series (theft)☆41Updated last month
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 3 months ago
- Differential evolution in R☆30Updated 2 years ago
- R Functions implementing UCR Matrix Profile Algorithm☆74Updated 3 years ago
- R package - Dynamic Ensembles for Time Series Forecasting☆32Updated 4 years ago
- Sparse estimation of large time series models☆31Updated 2 years ago
- GARCH models estimated using autodiff.☆14Updated 3 months ago
- GAS models☆34Updated 4 years ago
- Time Series Ensemble Forecasting☆79Updated this week
- Regression model building and forecasting in R☆31Updated last week
- The hourly demand and supply of electricity in the US☆25Updated 4 years ago
- R Package For Calling Matlab Through System☆13Updated 2 weeks ago
- The R package M4comp2018 contains the 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)☆47Updated 6 years ago
- The set of functions used for time series analysis and in forecasting.☆93Updated last week
- This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among ot…☆17Updated 2 years ago
- R package for inference on the Sharpe ratio.☆20Updated 8 months ago
- A complete environment for Bayesian inference within R☆94Updated last year
- Recurrent Neural Networks in R☆77Updated 2 years ago
- R package for Bayesian inference with state-space models using LibBi.☆24Updated last year
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆20Updated last year
- Extract many time series features. Inspired by https://github.com/blue-yonder/tsfresh☆18Updated 5 years ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 6 months ago
- ☆37Updated 4 years ago