pastas / metranLinks
Multivariate timeseries analysis using dynamic factor modelling.
☆22Updated last year
Alternatives and similar repositories for metran
Users that are interested in metran are comparing it to the libraries listed below
Sorting:
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆49Updated last year
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆119Updated 2 years ago
- Detection of favorable moments in time series data☆32Updated last year
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆42Updated 3 years ago
- Python library for multivariate dependence modeling with Copulas☆114Updated last year
- Python Monte Carlo Scenario Generator☆13Updated 2 weeks ago
- Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics…☆34Updated 5 years ago
- tsbootstrap: generate bootstrapped time series samples in Python