erdogant / caerus
Detection of favorable moments in time series data
☆27Updated 6 months ago
Related projects ⓘ
Alternatives and complementary repositories for caerus
- ☆17Updated 2 years ago
- A Python library for the fast symbolic approximation of time series☆42Updated last week
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- ☆13Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series☆31Updated 4 months ago
- ☆10Updated 4 years ago
- Multivariate timeseries analysis using dynamic factor modelling.☆21Updated 9 months ago
- This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…☆11Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last month
- Compares various time-series feature sets on computational performance, within-set structure, and between-set relationships.☆11Updated 2 years ago
- Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"☆15Updated last year
- Compute set of important operations for HCTSA code☆25Updated 4 years ago
- ☆24Updated 2 years ago
- Time-Series Cross-Validation Module☆44Updated 2 years ago
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆47Updated 9 months ago
- ☆14Updated this week
- An extension of Py-Boost to probabilistic modelling☆20Updated last year
- ☆26Updated last year
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆19Updated 8 months ago
- TSForecasting: Automated Time Series Forecasting Framework☆26Updated last week
- Fast implementations of common forecasting routines☆30Updated this week
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- Elo ratings for time-series forecasting packages☆23Updated 2 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last week
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆25Updated last year
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆22Updated 5 months ago
- Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"☆12Updated last month