fipelle / replication-pellegrino-2022-hyperparametersLinks
Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting
☆11Updated 2 years ago
Alternatives and similar repositories for replication-pellegrino-2022-hyperparameters
Users that are interested in replication-pellegrino-2022-hyperparameters are comparing it to the libraries listed below
Sorting:
- A package for estimating and regularising correlation and covariance matrices with high frequency financial data☆14Updated 2 weeks ago
- ☆26Updated last month
- A package for time series data processing, classification, clustering, and prediction.☆113Updated 2 weeks ago
- ☆13Updated 4 years ago
- A Julia implementation of basic tools for time series analysis compatible with incomplete data.☆124Updated 11 months ago
- MarSwitching.jl: Julia package for Markov switching dynamic models☆38Updated last year
- Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes☆55Updated 2 years ago
- Machine Learning with Time Series in Julia☆28Updated 2 months ago
- A Julia implementation of Bayesian linear regression using marginal likelihood for hyperparameter optimization, as presented in Chris Bis…☆29Updated 3 years ago
- ☆10Updated 2 years ago
- Julia library for standardizing financial data retrieval and storage from multiple APIs.☆54Updated 9 months ago
- ☆32Updated 2 weeks ago
- A Julia package for estimating ARMA-GARCH models.☆100Updated 3 weeks ago
- ☆35Updated 4 years ago
- Linear Regression for Julia☆12Updated 4 years ago
- ☆38Updated 11 months ago
- A Julia package for generating timeseries surrogates☆55Updated 2 months ago
- Comparing performance and results of mcmc options using Julia☆38Updated 4 years ago
- Solving difference equations with DifferenceEquations.jl and the SciML ecosystem.☆35Updated this week
- ☆29Updated 5 years ago
- Utility package for working with classification targets and label-encodings☆31Updated 4 years ago
- JuliaInXL C# code to create JuliaInXL plugin for Microsoft Excel☆25Updated 3 years ago
- ☆13Updated 4 years ago
- A survival analysis interface for Julia☆31Updated 2 years ago
- package for Bayesian and classical estimation and inference based on statistics that are filtered through a trained neural net☆25Updated 7 months ago
- Common interface bindings for the MATLAB ODE solvers via MATLAB.jl for the SciML Scientific Machine Learning ecosystem☆20Updated last week
- ☆12Updated 2 years ago
- A Julia package to deconvolve ("unroll") moving averages of time series to get the original ones back.☆19Updated 3 years ago
- Lightweight robust covariance estimation in Julia☆43Updated last month
- Turing.jl port of the book "Regression and Other Stories" by Andrew Gelman, Jennifer Hill, and Aki Vehtari☆19Updated 3 years ago