gdroguski / GaussianProcessesLinks
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
Sorting:
- multivariate Gaussian process regression and multivariate Student-t process regression☆73Updated 4 years ago
- Linear and non-linear spectral forecasting algorithms☆137Updated 4 years ago
- Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction☆41Updated 3 years ago
- ☆132Updated 10 months ago
- This project is the pytorch implementation version of Multilevel Wavelet Decomposition Network.☆100Updated 6 years 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
- A tutorial about Gaussian process regression☆188Updated 4 years ago
- A simple implementation of the WaveNet model for time series forecasting☆26Updated 7 years ago
- Experimental and exercising codes☆22Updated 6 years ago
- Bayesian LSTM (Tensorflow)☆54Updated 2 years ago
- Greedy Gaussian Segmentation☆99Updated 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
- Online Change-point Detection Algorithm for Multi-Variate Data: Applications on Human/Robot Demonstrations.☆45Updated 7 years ago
- time series forecasting using keras, inlcuding LSTM,RNN,MLP,GRU,SVR and multi-lag training and forecasting method, ICONIP2017 paper.☆119Updated 6 years ago
- ☆48Updated 7 years ago
- 基於DA-RNN之DSTP-RNN論文試做(Ver1.0)☆76Updated 4 years ago
- Quantile Regression using Deep Learning. An alternative to Bayesian models to get uncertainty.☆76Updated 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☆18Updated 10 months ago
- Deep Gaussian Processes in Python☆233Updated 4 years ago
- Hybrid Time Series using LSTM and Kalman Filtering☆43Updated 2 years ago
- QRNN (Quantile Regression Neural Network) Keras version☆24Updated 4 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆96Updated 3 years ago
- MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)☆94Updated 4 years ago
- Time series prediction using dilated causal convolutional neural nets (temporal CNN)☆236Updated 2 years ago
- 高斯过程回归☆79Updated 2 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- ☆32Updated 6 years ago
- A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series☆72Updated 6 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆73Updated 4 years ago
- Reproducing the results of the paper "Bayesian Recurrent Neural Networks" by Fortunato et al.☆40Updated 7 years ago