timradtke / short-time-seriesLinks
Code and data to reproduce the transfer of a learned posterior on one time series as a new prior on a related time series to model yearly seasonality for a short time series. Implemented in R and Stan.
☆15Updated 6 years ago
Alternatives and similar repositories for short-time-series
Users that are interested in short-time-series are comparing it to the libraries listed below
Sorting:
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 9 months ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated last month
- ☆13Updated 3 years ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆42Updated 2 months ago
- This is a read-only mirror of the CRAN R package repository. bsts — Bayesian Structural Time Series☆34Updated 4 months ago
- ☆16Updated 12 years ago
- Presentations about Bayesian structural times series + code☆11Updated 4 years ago
- The hourly demand and supply of electricity in the US☆26Updated 4 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis☆28Updated 9 years ago
- A sensitivity analysis package for causal effects☆12Updated last year
- That's weird: Anomaly detection using R☆43Updated this week
- GRATIS: GeneRAting TIme Series with diverse and controllable characteristics☆77Updated last year
- The R package M4comp2018 contains the 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)☆47Updated 6 years ago
- R package for inference on the Sharpe ratio.☆20Updated last year
- Regression model building and forecasting in R☆31Updated last week
- A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian O…☆38Updated 2 weeks ago
- Full Bayesian Inference for Hidden Markov Models☆43Updated 7 years ago
- Computational simulation framework for analyzing trading behavior in climate prediction markets☆23Updated 5 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆84Updated 9 years ago
- KFAS: R Package for Exponential Family State Space Models☆71Updated 8 months ago
- Source files for the book "Bayesian Workflow Using Stan"☆97Updated 4 years ago
- Syllabus and course material of "Online Data Collection and Management" (oDCM) - learn how to collect web data for your empirical researc…☆15Updated last month
- Introduction to Econometrics at the University of Oregon (EC421) during Spring quarter, 2020. Taught by Ed Rubin☆14Updated 4 years ago
- R-Package for estimating CLV☆60Updated 2 months ago
- Time Series Ensemble Forecasting☆80Updated last month
- 🥄✨Time-series Benchmark methods that are Simple and Probabilistic☆41Updated 2 years ago
- Discussion for Stan for economists☆10Updated 9 years ago
- Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms☆26Updated 3 years ago
- Data for and description of the ACIC 2023 data competition☆32Updated 2 years ago