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Lightning ⚡️ fast forecasting with statistical and econometric models.
Created
2021-11-24
1,352 commits to main branch, last one a day ago
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
Created
2020-01-07
927 commits to dev branch, last one 5 months ago
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Created
2018-01-15
568 commits to master branch, last one 2 months ago
PyTorch code for ETSformer: Exponential Smoothing Transformers for Time-series Forecasting
Created
2022-02-15
15 commits to main branch, last one 2 years ago
Hierarchical Time Series Forecasting with a familiar API
Created
2019-11-23
237 commits to master branch, last one about a year ago
Implementation of ETSformer, state of the art time-series Transformer, in Pytorch
Created
2022-02-05
36 commits to main branch, last one about a year ago
Material for the course "Time series analysis with Python"
arima
course
prophet
chaos-theory
stationarity
kalman-filter
moving-average
unit-root-test
fourier-transform
signal-processing
non-linear-dynamics
reservoir-computing
quantitative-finance
time-series-analysis
exponential-smoothing
time-series-clustering
time-series-forecasting
multivariate-time-series
recurrent-neural-networks
time-series-classification
Created
2024-04-11
55 commits to main branch, last one 2 months ago
The set of functions used for time series analysis and in forecasting.
Created
2016-01-25
2,494 commits to master branch, last one 6 days ago