The codes in the toolbox can be used to perform nonlinear time series analysis on single(or multi) channel data. This is done by mapping the single channel data to phase space representation using Taken's embedding theorem (compute_psv.m). The parameters - optimal delay and dimension are estimated using first minimum of MI (compute_tau.m) and FN…
☆35May 4, 2021Updated 4 years ago
Alternatives and similar repositories for NolinearTimeSeriesAnalysis
Users that are interested in NolinearTimeSeriesAnalysis are comparing it to the libraries listed below
Sorting:
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 9 years ago
- Phase-space reconstruction in Python.☆32Mar 25, 2025Updated 11 months ago
- 时间序列相空间重构☆17Nov 1, 2020Updated 5 years ago
- The SIM-ONE Framework: World's first architecture for governed cognition. Achieves AGI-level capabilities through 9-protocol cognitive go…☆16Oct 12, 2025Updated 4 months ago
- MATLAB code for estimating parameters for phase space reconstruction of multivariate data.☆49May 2, 2024Updated last year
- Delay embedding for time series modeling and classification☆18Apr 30, 2017Updated 8 years ago
- ☆17Dec 4, 2015Updated 10 years ago
- Hidden Markov Modelling of M/EEG data.☆19Mar 26, 2021Updated 4 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Oct 31, 2012Updated 13 years ago
- A comprehensive Python and R-based toolkit for clustering and sorting electrophysiology data recorded using Intan RHD2132 chips. Original…☆10Updated this week
- BV2BIDS is a command line tool that creates the EEG-BIDS folder hierarchy from BVCD files.☆10Mar 9, 2023Updated 3 years ago
- VMD Plugin and associated scripts to build lignin structures from topological specifications☆17Jul 17, 2025Updated 7 months ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- Official Repo for the NeurIPS2024 spotlight paper "Are Graph Neural Networks Optimal Approximation Algorithms?"☆14May 22, 2024Updated last year
- Master's project - Artificial Immune System for symbolic regression.☆14May 2, 2013Updated 12 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Coarse-grained simulations of biomolecular complexes☆13Aug 2, 2023Updated 2 years ago
- Python script to obtain dynamic functional connectivity metrics, after using a sliding window approach, statistical analyses to test for …☆12Sep 10, 2024Updated last year
- Coarse grain to atomistic molecular coordinate and topology converter☆17Mar 13, 2025Updated 11 months ago
- Codes for Mostly Harmless Quantitative Finance☆39Oct 18, 2022Updated 3 years ago
- Stata and R equivalencies for UW SOC505 and SOC506.☆10Oct 7, 2019Updated 6 years ago
- The asymptotic normal distribution properties☆15Mar 24, 2018Updated 7 years ago
- MID (Mutual Information Dimension) for measuring statistical dependence between two random variables☆12Apr 21, 2013Updated 12 years ago
- Tutorial using PLANTS (Protein-Ligand ANTSystem)☆13Jul 27, 2024Updated last year
- A matlab package for analyzing chaotic properties of time series data☆11Jun 29, 2018Updated 7 years ago
- Reactive MD pipeline for GROMACS using Kinetic Monte Carlo / Molecular Dynamics (KIMMDY)☆15Updated this week
- Adiabatic quantum computation solver for Ising spin-glass or QUBO problems (several test problems included).☆21Mar 26, 2015Updated 10 years ago
- Matlab implementation of TCK☆12Jul 5, 2019Updated 6 years ago
- Materials for the course on Bayesian model building run at Second Faculty of Medicine at Charles University in Prague☆11May 6, 2024Updated last year
- ☆11Sep 8, 2025Updated 6 months ago
- Stochastic Machines for Unsupervised Learning implemented in Pytorch.☆10Sep 3, 2017Updated 8 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 3 years ago
- Bayesian quadrature☆13Apr 20, 2017Updated 8 years ago
- 一个底层基于matrix的自动求导框架,并封装了一个DNN和一个RNN☆10Dec 3, 2020Updated 5 years ago
- Online Lee Carter Mortality forecasting☆13Nov 18, 2013Updated 12 years ago
- ☆12Mar 31, 2021Updated 4 years ago
- ☆11Jan 9, 2019Updated 7 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago