Alternatives and similar repositories for fbm:

Users that are interested in fbm are comparing it to the libraries listed below

• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆60Updated 4 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• crflynn / stochastic
  Generate realizations of stochastic processes in python.
  ☆473Updated 2 years ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 4 months ago
• christophmark / bayesloop
  Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
  ☆163Updated last year
• Ambrosys / glyph
  a python 3 library based on deap providing abstraction layers for symbolic regression problems.
  ☆93Updated 3 years ago
• robince / pyentropy
  Information Theoretic Tools for Python
  ☆92Updated 5 years ago
• CSchoel / nolds
  Nonlinear measures for dynamical systems (based on one-dimensional time series)
  ☆282Updated 7 months ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆44Updated 2 years ago
• mattja / sdeint
  Numerical integration of Ito or Stratonovich SDEs
  ☆168Updated 2 years ago
• bogeholm / pytisean
  Python wrapper for TISEAN
  ☆29Updated 8 years ago
• dokato / dfa
  Detrended Fluctuation Analysis
  ☆63Updated 4 years ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆104Updated 5 months ago
• cvxgrp / cov_pred_finance
  ☆63Updated last week
• LRydin / MFDFA
  Multifractal Detrended Fluctuation Analysis in Python
  ☆142Updated 2 years ago
• ELIFE-ASU / PyInform
  A Python Wrapper for the Inform Information Analysis Library
  ☆53Updated 5 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆54Updated 2 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• josemiotto / pylevy
  Levy distributions for Python
  ☆36Updated last year
• pafoster / pyitlib
  A library of information-theoretic methods for data analysis and machine learning, implemented in Python and NumPy.
  ☆94Updated 2 weeks ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆50Updated 4 months ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆140Updated 3 months ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆102Updated 4 years ago
• LRydin / KramersMoyal
  kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
  ☆72Updated 4 months ago
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• arthurpessa / ordpy
  A Python package for data analysis with permutation entropy and ordinal network methods.
  ☆102Updated last month
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆49Updated 3 years ago
• CivML-PolyMtl / OpenBDLM
  Bayesian Dynamic Linear Models for time-series analysis
  ☆27Updated 3 years ago
• stfbnc / fathon
  python package for DFA (Detrended Fluctuation Analysis) and related algorithms
  ☆126Updated 4 months ago