constantino-garcia / nonlinearTseriesLinks
Nonlinear time series analysis in R
☆37Updated last year
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 7 years ago
- Code to implement transfer entropy (Shannon and Renyi)☆24Updated 2 years ago
- Multivariate Autoregressive State-Space Modeling with R☆53Updated 4 months ago
- Regression model building and forecasting in R☆31Updated this week
- R package for Tools for Handling Extraction of Features from Time series (theft)☆42Updated 2 weeks ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 8 months ago
- Differential evolution in R☆30Updated 3 years ago
- Sparse estimation of large time series models☆32Updated 2 years ago
- Bayesian Inference of State Space Models☆47Updated 4 months ago
- R Package For Calling Matlab Through System☆13Updated 5 months ago
- R package - Dynamic Ensembles for Time Series Forecasting☆35Updated 5 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Updated last year
- KFAS: R Package for Exponential Family State Space Models☆71Updated 8 months ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆45Updated 5 years ago
- Recurrent Neural Networks in R☆77Updated 2 weeks ago
- code from the s/t book which goal is to gather in a single document the most relevant concepts related to modern optimization methods or …☆25Updated 11 years ago
- The set of functions used for time series analysis and in forecasting.☆94Updated this week
- R package for inference on the Sharpe ratio.☆20Updated last year
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 9 months ago
- An R package implementing Rubin's (1981) Bayesian bootstrap.☆49Updated 9 months ago
- The R package M4comp2018 contains the 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)☆47Updated 6 years ago
- Deep Learning with Metaheuristic☆28Updated 6 years ago
- GARCH models estimated using autodiff.☆17Updated 8 months ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆48Updated 11 months ago
- Time Series Ensemble Forecasting☆80Updated last month
- R Functions implementing UCR Matrix Profile Algorithm☆75Updated last month
- ☆31Updated 5 years ago
- Echo State Networks for Time Series Forecasting☆17Updated last month
- Bayesian Multivariate GARCH☆18Updated last year