10 results found Sort:

functime-org
functime functime-org
58
1.0k
apache-2.0
14
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 5 months ago
bashtage
linearmodels bashtage
184
948
ncsa
26
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
1,083 commits to main branch, last one 16 days ago
SebKrantz
collapse SebKrantz
35
658
other
10
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
3,075 commits to master branch, last one 4 days ago
sktime
sktime-dl sktime
78
595
bsd-3-clause
21
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 10 months ago
fastverse
fastverse fastverse
13
254
gpl-3.0
7
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
309 commits to main branch, last one about a month ago
AdrianAntico
AutoQuant AdrianAntico
43
236
agpl-3.0
10
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
5,279 commits to master branch, last one 3 months ago
FixedEffects
FixedEffectModels.jl FixedEffects
46
228
other
7
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
1,054 commits to master branch, last one 9 months ago
bernardodionisi
differences bernardodionisi
21
93
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 11 months ago
ksecology
FixedEffectModel ksecology
22
77
other
1
Fixedeffectmodel: panel data modeling in Python
panel-data statistics econometrics
Created 2020-09-27
30 commits to master branch, last one 2 years ago
floswald
psidR floswald
38
54
other
10
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 15 days ago