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Search results for julia forecasting

8 search results found

Statespacemodels.jl ⭐ 249

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Autogp.jl ⭐ 30

Automated Bayesian model discovery for time series data

Portfolioopt.jl ⭐ 14

Portfolio optimization

Replication Hasenzagl Et Al 2020 ⭐ 5

Replication code for "A Model of the Fed's View on Inflation".

Dsge Forecasting_juliacon 2017 ⭐ 5

Using Parallel Computing for Macroeconomic Forecasting at the Federal Reserve Bank of New York (JuliaCon 2017 presentation)

Cftime.jl ⭐ 5

Julia library for decoding time units conforming to the Climate and Forecasting (CF) netCDF conventions.

Forecastplots.jl ⭐ 5

Collection of plot functionalities for time series analysis.

Distributionalforecasts.jl ⭐ 5

Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835

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1-8 of 8 search results

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