Alternatives and similar repositories for OnlineLDS

Users that are interested in OnlineLDS are comparing it to the libraries listed below

• sjblim / rnf-ijcnn-2020
  Recurrent Neural Filters for Time Series Prediction
  ☆23Updated 5 years ago
• alan-turing-institute / bocpdms
  ☆34Updated 7 years ago
• abrvkh / WaveNet_simple
  A simple implementation of the WaveNet model for time series forecasting
  ☆26Updated 7 years ago
• spallas / time-attention
  Implementation of RNN for Time Series prediction from the paper https://arxiv.org/abs/1704.02971
  ☆59Updated 3 years ago
• DiegoAE / BOSD
  ☆26Updated 5 years ago
• gdroguski / GaussianProcesses
  Python3 project applying Gaussian process regression for forecasting stock trends
  ☆157Updated 7 years ago
• dongkuanx27 / DeepTrends
  Tensorized LSTM with Adaptive Shared Memory for Learning Trends in Multivariate Time Series (AAAI'20)
  ☆47Updated 4 years ago
• rsnirwan / GPLVMsInFinance
  Applications of Gaussian Process Latent Variable Models in Finance
  ☆11Updated 3 years ago
• bperezorozco / ordinal_tsf
  ☆29Updated 6 years ago
• jayzern / bayesian-online-changepoint-detection-for-multivariate-point-processes
  Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow
  ☆35Updated 2 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated 2 years ago
• alan-turing-institute / rbocpdms
  Robust bayesian online changepoint detection with model selection
  ☆23Updated 7 years ago
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆80Updated 2 years ago
• cgarciae / quantile-regression
  ☆22Updated 4 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 4 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆37Updated last year
• mirkosavasta / GANetano
  Generative Adversarial Network to create synthetic time series
  ☆23Updated 5 years ago
• saitcakmak / BoRisk
  Bayesian Optimization of Risk Measures
  ☆21Updated last year
• abdullahf / lstm-kalman-hybrid-timeseries
  Hybrid Time Series using LSTM and Kalman Filtering
  ☆44Updated 2 years ago
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• zgbkdlm / ssdgp
  State-space deep Gaussian processes in Python and Matlab
  ☆30Updated 3 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated 2 years ago
• danilkuzin / GP-EnKF
  Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…
  ☆17Updated 7 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆73Updated 3 years ago
• tetrzim / robust-probabilistic-forecasting
  ☆37Updated 3 years ago
• firmai / mtss-gan
  MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
  ☆93Updated 5 years ago
• aicherc / sgmcmc_ssm_code
  Python code for SGMCMC for Time Series SSMs
  ☆14Updated 4 years ago
• majianthu / transferentropy
  Code for the paper "Estimating Transfer Entropy via Copula Entropy"
  ☆42Updated 2 years ago
• strongio / torchcast
  Forecasting with PyTorch
  ☆55Updated 3 weeks ago
• epfl-lasa / changepoint-detection
  Online Change-point Detection Algorithm for Multi-Variate Data: Applications on Human/Robot Demonstrations.
  ☆49Updated 8 years ago