gmgeorg / pylambertw
pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data
☆12Updated 10 months ago
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☆77Updated 3 months ago
- Compile risk with cvxpy☆13Updated this week
- Helper functions to plot, evaluate, preprocess and engineer features for forecasting☆57Updated last week
- A multiverse of Prophet models for timeseries☆43Updated this week
- Fast window operations☆39Updated 9 months ago
- M6-Forecasting competition☆42Updated last year
- Tool to support backtests☆43Updated this week
- A Library for Conformal Hyperparameter Tuning☆29Updated this week
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆25Updated last year
- Base classes for creating scikit-learn-like parametric objects, and tools for working with them.☆23Updated last week
- ☆19Updated 5 months ago
- esig python package☆47Updated 2 months ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 4 years ago
- ☆19Updated 2 years ago
- Prize-winning solution to the M6 Forecasting Competition☆21Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆29Updated 4 months ago
- ☆63Updated last month
- A library for Time Series EDA (exploratory data analysis)☆69Updated 7 months ago
- Fast implementations of common forecasting routines☆35Updated last week
- Python implementation for Bellman Conformal Inference algorithm for time series forecasting.☆18Updated last year
- ☆104Updated this week
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Efficient matrix representations for working with tabular data☆120Updated last week
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- A Python Package for Probabilistic Prediction☆22Updated 3 years ago
- Wrapper around MLForecast for more plug and play forecasting☆11Updated last year
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- A Python library for the fast symbolic approximation of time series☆44Updated last month
- Generalized additive models in Python with a Bayesian twist☆77Updated 9 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago