jmetzen / kernel_regressionLinks
Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.
☆82Updated 9 years ago
Alternatives and similar repositories for kernel_regression
Users that are interested in kernel_regression are comparing it to the libraries listed below
Sorting:
- Transforms univariate data into normally distributed data☆77Updated 3 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Updated 10 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- L1 Trend Filtering☆19Updated last year
- ☆75Updated 2 years ago
- Feeding images of time series to Conv Nets! (Tensorflow + Keras)☆49Updated 8 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 6 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated 2 years ago
- Python Copula Module☆43Updated 3 years ago
- A python tutorial for a Bayesian treatment of Linear Regression: https://zjost.github.io/bayesian-linear-regression/☆83Updated 9 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 8 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 13 years ago
- bayesian bootstrapping in python☆123Updated 3 years ago
- Implementation of Hidden Markov Models in pymc3☆62Updated 8 years ago
- Python bindings to interesting matlab libraries for data analysis☆87Updated 9 years ago
- Files for Python Talk☆24Updated 9 years ago
- Probabilistic Principal Component Analysis☆64Updated 8 years ago
- Applications of Gaussian Process Latent Variable Models in Finance☆11Updated 3 years ago
- Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha☆27Updated 7 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 9 years ago
- A Cython Machine Learning library dedicated to Hidden Markov Models☆35Updated 2 years ago
- Scikit-learn style estimator for Minimum Spanning Tree Clustering in Python☆86Updated 9 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆72Updated 5 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆43Updated 10 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 10 years ago
- ☆74Updated 7 years ago
- Calculates the generalized Hurst exponent of a time series☆39Updated 2 years ago
- A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…☆33Updated 8 years ago
- Particle Gibbs for Bayesian Additive Regression Trees☆33Updated 10 years ago
- Probabilistic Multivariate Time Series Forecast using Deep Learning☆96Updated 6 years ago