11 results found Sort:

functime-org
functime functime-org
63
1.1k
apache-2.0
13
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
polars python panel-data forecasting time-series machine-learning feature-engineering
Created 2023-06-05
627 commits to main branch, last one 10 months ago
bashtage
linearmodels bashtage
183
983
ncsa
25
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
iv gmm ols panel panel-data pooled-ols regression fama-macbeth panel-models asset-pricing fixed-effects linear-models random-effects first-difference panel-regression between-estimator statistical-model instrumental-variable clustered-standard-errors seemingly-unrelated-regression
Created 2017-02-17
1,092 commits to main branch, last one about a month ago
SebKrantz
collapse SebKrantz
35
677
other
8
Advanced and Fast Data Transformation in R
r cran rstats weights weighted panel-data statistics time-series data-science econometrics data-analysis data-processing data-aggregation high-performance data-manipulation data-transformation scientific-computing
Created 2019-02-27
3,349 commits to master branch, last one 5 hours ago
sktime
sktime-dl sktime
78
598
bsd-3-clause
18
DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
panel-data time-series scikit-learn deep-learning neural-networks machine-learning longitudinal-data time-series-regression time-series-forecasting time-series-classification
Created 2019-07-24
496 commits to master branch, last one about a year ago
fastverse
fastverse fastverse
15
269
gpl-3.0
6
An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
c r cpp rstats weights panel-data time-series data-science low-dependency data-aggregation high-performance data-manipulation data-transformation statistical-computing
Created 2021-03-11
334 commits to main branch, last one 10 days ago
AdrianAntico
AutoQuant AdrianAntico
43
243
agpl-3.0
9
R package for automation of machine learning, forecasting, model evaluation, and model interpretation
r h2o automl xgboost catboost lightgbm panel-data regression timeseries classification gpu-acceleration supervised-learning unsupervised-learning multiclass-classification automated-machine-learning
Created 2018-09-11
5,283 commits to master branch, last one 3 months ago
FixedEffects
FixedEffectModels.jl FixedEffects
46
232
other
6
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
iv economics panel-data regression fixed-effects categorical-variables instrumental-variables clustered-standard-errors
Created 2015-06-09
1,056 commits to master branch, last one 6 days ago
bernardodionisi
differences bernardodionisi
25
100
gpl-3.0
5
difference-in-differences in Python
panel-data econometrics causal-inference difference-in-differences
Created 2022-11-08
33 commits to main branch, last one about a year ago
ksecology
FixedEffectModel ksecology
22
78
other
1
Fixedeffectmodel: panel data modeling in Python
panel-data statistics econometrics
Created 2020-09-27
30 commits to master branch, last one 3 years ago
floswald
psidR floswald
39
54
other
9
R package to easily build panel data sets from the PSID
r psid dataset panel-data
Created 2013-04-05
173 commits to master branch, last one 5 months ago
JeroenDMulder
RI-CLPM JeroenDMulder
31
35
unknown
3
Online supplementary materials of “Three extensions of the random intercept cross-lagged panel model” by Mulder and Hamaker (2021).
mplus lavaan ri-clpm panel-data longitudinal-data
Created 2021-01-11
33 commits to master branch, last one 6 months ago