gmgeorg / pylambertw
pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data
☆12Updated last year
Alternatives and similar repositories for pylambertw:
Users that are interested in pylambertw are comparing it to the libraries listed below
- tsbootstrap: generate bootstrapped time series samples in Python☆79Updated 5 months ago
- Compile risk with cvxpy☆13Updated 2 weeks ago
- Elo ratings for global black box derivative-free optimizers☆140Updated 3 months ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 4 years ago
- Fast implementations of common forecasting routines☆37Updated this week
- Base classes for creating scikit-learn-like parametric objects, and tools for working with them.☆25Updated last month
- esig python package☆48Updated 4 months ago
- A library for Time Series EDA (exploratory data analysis)☆69Updated 8 months ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆26Updated last year
- A Python library for the fast symbolic approximation of time series☆44Updated last week
- PaloBoost is an overfitting-robust Gradient Boosting algorithm.☆15Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 5 months ago
- Helper functions to plot, evaluate, preprocess and engineer features for forecasting☆69Updated last week
- Fast window operations☆41Updated 11 months ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- A multiverse of Prophet models for timeseries☆48Updated this week
- skchange provides sktime-compatible change detection and changepoint-based anomaly detection algorithms☆30Updated this week
- implementation of Cyclic Boosting machine learning algorithms☆88Updated 8 months ago
- Efficient matrix representations for working with tabular data☆120Updated this week
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- python implementation of catch22☆82Updated 8 months ago
- Prize-winning solution to the M6 Forecasting Competition☆23Updated 2 years ago
- M6-Forecasting competition☆43Updated last year
- Bayesian Structural Time Series / Unobserved Components☆32Updated 2 months ago
- An extension library for NumPy that implements common array operations not present in NumPy☆44Updated last year
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Wrapper around MLForecast for more plug and play forecasting☆10Updated last year
- Modeling of intraday volatility and volume in financial markets☆15Updated last year
- A Python Package for Probabilistic Prediction☆22Updated 4 years ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago