Alternatives and similar repositories for fbm:

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

• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆59Updated 4 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.
  ☆472Updated 2 years ago
• ELIFE-ASU / PyInform
  A Python Wrapper for the Inform Information Analysis Library
  ☆50Updated 5 years ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆103Updated 4 months ago
• datasig-ac-uk / esig
  esig python package
  ☆47Updated 3 months ago
• dokato / dfa
  Detrended Fluctuation Analysis
  ☆63Updated 3 years ago
• LRydin / MFDFA
  Multifractal Detrended Fluctuation Analysis in Python
  ☆142Updated 2 years ago
• mattja / sdeint
  Numerical integration of Ito or Stratonovich SDEs
  ☆165Updated 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
  ☆91Updated 5 years ago
• cvxgrp / cov_pred_finance
  ☆63Updated last month
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆101Updated 4 years ago
• LRydin / KramersMoyal
  kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
  ☆72Updated 2 months ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆44Updated 2 years ago
• neurophysik / jitcdde
  Just-in-time compilation for delay differential equations
  ☆57Updated last week
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆48Updated 3 years ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆99Updated last month
• bogeholm / pytisean
  Python wrapper for TISEAN
  ☆29Updated 7 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆119Updated 2 years ago
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆312Updated last year
• arthurpessa / ordpy
  A Python package for data analysis with permutation entropy and ordinal network methods.
  ☆100Updated 5 months ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆150Updated last month
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆54Updated 2 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆16Updated 6 years ago
• christophmark / bayesloop
  Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
  ☆156Updated 11 months ago
• ragoragino / py-hawkes
  Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…
  ☆10Updated 7 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆139Updated last month