microprediction / m6
M6-Forecasting competition
☆42Updated 10 months ago
Related projects ⓘ
Alternatives and complementary repositories for m6
- Prize-winning solution to the M6 Forecasting Competition☆21Updated last year
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆97Updated last month
- ☆50Updated last year
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆47Updated 2 years ago
- Time Series Forecasting with LightGBM☆80Updated 2 years ago
- Nonlinear Nonparametric Statistics☆67Updated 2 weeks ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 4 years ago
- Nonlinear Nonparametric Statistics☆14Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 2 weeks ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆12Updated last year
- A Python library for the fast symbolic approximation of time series☆42Updated 2 weeks ago
- ☆19Updated last year
- Time-Series Cross-Validation Module☆44Updated 2 years ago
- ☆44Updated 3 years ago
- ☆45Updated this week
- Time Series Forecasting Framework☆41Updated last year
- ☆32Updated last year
- tsbootstrap: generate bootstrapped time series samples in Python☆71Updated this week
- ☆19Updated 2 months ago
- A toolkit to boost the productivity of machine learning engineers.☆52Updated 2 years ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆21Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Datasets for time series forecasting☆76Updated last week
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- ☆59Updated last week
- A library for Time Series EDA (exploratory data analysis)☆68Updated 3 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆31Updated last month
- A python package for time series forecasting with scikit-learn estimators.☆160Updated 7 months ago
- Implements Path Shadowing Monte Carlo (PSMC).☆62Updated 2 weeks ago