wwrechard / pydlm-lite
The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library
☆12Updated 6 years ago
Alternatives and similar repositories for pydlm-lite:
Users that are interested in pydlm-lite are comparing it to the libraries listed below
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆43Updated 8 years ago
- ☆32Updated 6 years ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 4 years ago
- Using sktime to replicate and extend the M4 forecasting competition☆16Updated 4 years ago
- Markov Switching Models for Statsmodels☆22Updated 8 years ago
- A system for Bayesian estimation of state space models using PyMC☆34Updated last year
- Better `keras` models for time series and beyond☆61Updated last year
- Repo for PyData 2019 Tutorial - New Trends in Estimation and Inference☆26Updated 5 years ago
- Machine learning based causal inference/uplift in Python☆59Updated last year
- Presentation materials for PyMC Statespace☆16Updated 6 months ago
- ☆14Updated 5 years ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago
- ☆30Updated 7 years ago
- Time Series Forecasting and Imputation☆49Updated 3 years ago
- Basic time series modeling with Stan and Pystan☆33Updated 7 years ago
- A collection of resources for quantitative economics in Python☆13Updated 8 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆29Updated 4 months ago
- Compute set of important operations for HCTSA code☆26Updated 4 years ago
- 🪜 Bayesian Hierarchical Models at Scale☆52Updated 3 years ago
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆71Updated last year
- Active multi-fidelity Bayesian online changepoint detection.☆17Updated 3 years ago
- Bayesian Vector Autoregression in Python☆26Updated 5 years ago
- ☆32Updated 7 years ago
- Deep Continuous Quantile Regression and other experiments.☆13Updated 5 years ago
- Fast Bayesian A/B and Multivariate testing.☆36Updated 2 years ago
- Python Copula Module☆42Updated 2 years ago
- Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"☆28Updated 5 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆12Updated 7 years ago
- python app for doing personalized causal medicine using the methods invented by Judea Pearl et al.☆24Updated 2 years ago