gdroguski / GaussianProcesses
Python3 project applying Gaussian process regression for forecasting stock trends
☆153Updated 6 years ago
Alternatives and similar repositories for GaussianProcesses:
Users that are interested in GaussianProcesses are comparing it to the libraries listed below
- A simple implementation of the WaveNet model for time series forecasting☆26Updated 6 years ago
- multivariate Gaussian process regression and multivariate Student-t process regression☆72Updated 3 years ago
- Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow☆31Updated last year
- Evaluation of shallow and deep learning models for multi-step-ahead time series prediction☆57Updated 3 years ago
- A python multi-variate time series prediction library working with sklearn☆93Updated 4 years ago
- Heterogeneous Multi-output Gaussian Processes☆51Updated 4 years ago
- Time-series analysis using restricted Boltzmann machines and dynamic Bayesian networks☆11Updated last year
- Online Change-point Detection Algorithm for Multi-Variate Data: Applications on Human/Robot Demonstrations.☆43Updated 7 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- ☆130Updated 7 months ago
- Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…☆19Updated 4 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆91Updated 3 years ago
- 高斯过程回归☆75Updated 2 years ago
- Linear and non-linear spectral forecasting algorithms☆136Updated 4 years ago
- Deep Gaussian Processes in Python☆232Updated 3 years ago
- Greedy Gaussian Segmentation☆98Updated 2 years ago
- time series forecasting using keras, inlcuding LSTM,RNN,MLP,GRU,SVR and multi-lag training and forecasting method, ICONIP2017 paper.☆116Updated 5 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆77Updated last year
- Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction☆36Updated 3 years ago
- Bayesian Optimization algorithms with various recent improvements☆98Updated last year
- Multivariate data modelling with Copulas in Python☆146Updated last week
- QRNN (Quantile Regression Neural Network) Keras version☆24Updated 4 years ago
- Quantile Regression using Deep Learning. An alternative to Bayesian models to get uncertainty.☆76Updated 7 years ago
- Bayesian LSTM (Tensorflow)☆53Updated last year
- Markov Chain Monte Carlo (MCMC) and importance sampling in the context of Bayesian linear regression☆11Updated 6 years ago
- Implementation of RNN for Time Series prediction from the paper https://arxiv.org/abs/1704.02971☆60Updated 2 years ago
- KurochkinAlexey / Hierarchical-Attention-Based-Recurrent-Highway-Networks-for-Time-Series-PredictionPytorch implementation of Hierarchical Attention-Based Recurrent Highway Networks for Time Series Prediction https://arxiv.org/abs/1806.0…☆64Updated 5 years ago
- ☆231Updated 7 years ago
- RNN based on Chandler Zuo's implementation of the paper: A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆19Updated 6 months ago
- Multi-Quantile Recurrent Neural Network for Quantile Regression☆63Updated 4 years ago