使用经典的AR、MA、ARMA、ARIMA、ARCH、GARCH时间序列模型进行模型的检验和拟合。The classic AR, MA, ARMA, ARIMA, ARCH, GARCH time series models are used to test and predict the model.
☆16Jun 13, 2020Updated 5 years ago
Alternatives and similar repositories for time-series-analysis
Users that are interested in time-series-analysis are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Set of functions to perform (financial) peer performance calculations☆13Aug 18, 2025Updated 8 months ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Dec 7, 2018Updated 7 years ago
- 使用支持向量机，感知机，随机森林，决策树，k近邻，logistic，LSTM，bagging，boosting，集成等多种常见算法实现多分类任务（三分类）。Support vector machine, perceptron, random forest, decision…☆18May 8, 2020Updated 6 years ago
- The project to find correlation between tweets and future stock prices☆12Feb 28, 2023Updated 3 years ago
- Model-Agnostic Meta-Learning in PyTorch☆11Jul 31, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 李鲁鲁老师的 Copilot-Python 学习。和ChatGPT等大语言模型协同进化。☆10Jun 3, 2025Updated 11 months ago
- A reservoir computing implementation in Mathematica for financial time series prediction.☆11Jul 22, 2015Updated 10 years ago
- 基于adaboost的SVM预测股票价格☆11Mar 4, 2018Updated 8 years ago
- Simple one-dimensional data classification using LSTM, CNN, FC in Pytorch☆23Nov 2, 2019Updated 6 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- 使用LSTM对股票价格进行回归预测，对股价涨跌进行分类预测。We use LSTM to forecast the stock price and classify the rise and fall of the stock price.☆17Jun 18, 2020Updated 5 years ago
- [Recurrent Weighted Average](https://arxiv.org/abs/1703.01253) [Jared Ostmeyer et.al, 2017] heavily based on https://gist.github.com/sham…☆10May 18, 2017Updated 8 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Multi-resolution approximate message passing algorithm for multi-resolution compressed sensing problem☆20Jun 6, 2016Updated 9 years ago
- ☆11Jun 9, 2021Updated 4 years ago
- A hands-on introduction to Support Vector Machines using Mathematica (c)☆13Sep 2, 2018Updated 7 years ago
- ☆10Jun 4, 2024Updated last year
- 中山大学健康申报自动化（Github Actions）☆10Aug 10, 2022Updated 3 years ago
- Unsupervised-Data-Augmentation-PyTorch☆12Dec 8, 2022Updated 3 years ago
- ☆11Apr 11, 2022Updated 4 years ago
- Network statistics collection and graphing in Python☆17Sep 30, 2020Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Neural network channel equalizer for wireless signals☆13Dec 7, 2016Updated 9 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- elliptical fourier descriptors with and without lobe contributions☆13Sep 15, 2020Updated 5 years ago
- ☆13May 3, 2026Updated last week
- ICCV'2023: Combating Noisy Labels with Sample Selection by Mining High-Discrepancy Examples☆12Oct 16, 2023Updated 2 years ago
- Understanding ARIMAX modeling in Python.☆13Jan 14, 2020Updated 6 years ago
- 安卓 X分身 软件，破解工具，去除广告，去除应用信息收集工具☆11Jun 30, 2019Updated 6 years ago
- Library for stochastic process simulation☆14May 22, 2023Updated 2 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- VAE package for reproducible generative models of biological data☆13Nov 28, 2024Updated last year
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Oct 21, 2021Updated 4 years ago
- This project is a part of ICT730 Hardware Designs for Embedded Systems☆13May 14, 2020Updated 5 years ago
- ☆20Aug 7, 2018Updated 7 years ago
- Fault diagnosis of some critical and non-critical faults in electric drives using anomaly detection.☆13May 21, 2023Updated 2 years ago
- Learning Imbalanced Datasets With Maximum Margin Losss☆12Jun 17, 2023Updated 2 years ago
- 在kali linux集群上并行破解密码☆14Feb 5, 2015Updated 11 years ago