7 results found Sort:

Nixtla
neuralforecast Nixtla
399
3.5k
apache-2.0
34
Scalable and user friendly neural :brain: forecasting algorithms.
tft hint esrnn nhits deepar nbeats nbeatsx pytorch baselines forecasting time-series transformer baselines-zoo deep-learning neural-network machine-learning robust-regression deep-neural-networks hierarchical-forecasting probabilistic-forecasting
Created 2021-04-26
1,236 commits to main branch, last one 11 days ago
skforecast
skforecast skforecast
154
1.3k
bsd-3-clause
8
Time series forecasting with machine learning models
arima python sarimax xgboost lightgbm forecasting time-series data-science scikit-learn machine-learning direct-forecasting exogenous-predictors lstm-neural-networks quantile-forecasting multi-step-forecasting backtesting-forecasters multi-series-forecasting probabilistic-forecasting autoregressive-forecasting multiple-time-series-forecasting
Created 2021-02-10
4,546 commits to master branch, last one 20 days ago
FilippoMB
Time-series-classification-and-clustering-with-Reservoir-Computing FilippoMB
85
377
mit
19
Library for implementing reservoir computing models (echo state networks) for multivariate time series classification, clustering, forecasting, and much more!
echo-state-networks reservoir-computing time-series-clustering missing-data-imputation time-series-forecasting probabilistic-forecasting phase-space-reconstruction time-series-classification machine-learning-algorithms
Created 2018-03-13
77 commits to master branch, last one about a month ago
StatMixedML
LightGBMLSS StatMixedML
31
302
apache-2.0
11
An extension of LightGBM to probabilistic modelling
gamlss lightgbm machine-learning normalizing-flows prediction-intervals mixture-density-model uncertainty-estimation distributional-regression probabilistic-forecasting
Created 2020-07-03
194 commits to master branch, last one about a year ago
PYFTS
pyFTS PYFTS
56
269
gpl-3.0
16
An open source library for Fuzzy Time Series in Python
fts python series interval fuzzy-sets forecasting fuzzy-rules time-series data-science econometrics fuzzy-systems series-models fuzzy-sets-syst fuzzy-time-series forecasting-models time-series-analysis time-series-forecasting probabilistic-forecasting
Created 2015-11-17
580 commits to master branch, last one about a year ago
Rose-STL-Lab
dyffusion Rose-STL-Lab
22
195
apache-2.0
2
[NeurIPS 2023] A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting
neurips pytorch diffusion neurips-2023 deep-learning diffusion-models machine-learning pytorch-lightning ensemble-forecasts probabilistic-forecasting spatiotemporal-forecasting
Created 2023-06-02
20 commits to main branch, last one 6 months ago
FilippoMB
Ensemble-Conformalized-Quantile-Regression FilippoMB
10
92
mit
1
Valid and adaptive prediction intervals for probabilistic time series forecasting.
random-forest quantile-regression conformal-prediction prediction-intervals frequentist-statistics time-series-prediction time-series-forecasting ensemble-machine-learning probabilistic-forecasting recurrent-neural-networks uncertainty-quantification frequentistic-confidence-intervals
Created 2022-02-11
27 commits to main branch, last one about a month ago