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time-series
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51 search results found
Statsforecast
⭐
3,339
Lightning ⚡️ fast forecasting with statistical and econometric models.
Pyflux
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2,054
Open source time series library for Python
Awesome_time_series_in_python
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1,811
This curated list contains python packages for time series analysis
Breakoutdetection
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706
Breakout Detection via Robust E-Statistics
Fecon235
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622
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Pyriemann
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574
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
Collapse
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556
Advanced and Fast Data Transformation in R
Hierarchicalforecast
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473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
Pydlm
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467
A python library for Bayesian time series modeling
Zigzag
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349
Python library for identifying the peaks and valleys of a time series.
Feasts
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278
Feature Extraction And Statistics for Time Series
Statespacemodels.jl
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249
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Choochoo
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224
Training Diary
Time Series Machine Learning
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220
Machine learning models for time series analysis
Anomalydetection
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165
Twitter's Anomaly Detection in Pure Python
Stldecompose
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116
A Python implementation of Seasonal and Trend decomposition using Loess (STL) for time series data.
Rsdmx
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95
Tools for reading SDMX data and metadata in R
Readabs
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90
Download and tidy time series data from the Australian Bureau of Statistics in R
Archmodels.jl
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81
A Julia package for estimating ARMA-GARCH models.
Laravel Time Series
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79
⏰📊✨Laravel Time Series - Provides an API to create and maintain data projections (statistics, aggregates, etc.) from your Eloquent models, and convert them to time series.
Econometrics With Python
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77
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
Highfreq
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59
R package for high frequency time series data management
Fecon236
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55
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Nns
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50
Nonlinear Nonparametric Statistics
Marss
⭐
47
Multivariate Autoregressive State-Space Modeling with R
Ipython_notebooks
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45
Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.
Qq Pat
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27
The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time series. It provides functionality similar to the R library PerformanceAnalystics in Python. It allows you to draw graphs, calculate general statistics and perform some advanced analysis such as Monte Carlo simulations and minimum variance portfolio optimizations.
Statsample Timeseries
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26
Statsample TimeSeries
Bayeshmm
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26
Full Bayesian Inference for Hidden Markov Models
Scoredrivenmodels.jl
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26
Score-driven models, aka generalized autoregressive score models, in Julia
Marswitching.jl
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21
MarSwitching.jl: Julia package for Markov switching dynamic models
Pairs_trading_cryptocurrencies_strategy_catalyst
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21
Pairs trading strategy example based on Catalyst
Unrollingaverages.jl
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20
A Julia package to deconvolve ("unroll") moving averages of time series to get the original ones back.
Modeltime.resample
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17
Resampling Tools for Time Series Forecasting with Modeltime
Sknifedatar
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16
sknifedatar is a package that serves primarily as an extension to the modeltime 📦 ecosystem. In addition to some functionalities of spatial data and visualization.
Mathepideeplearning
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15
Awesome-spatial-temporal-data-mining-packages. Julia and Python resources on spatial and temporal data mining. Mathematical epidemiology as an application. Most about package information. Data Sources Links and Epidemic Repos are also included. Keep updating.
Fastcpd
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14
FAST Change Point Detection in R
Time_series_anomaly_detection_examples
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13
Several examples of anomaly detection algorithms for time series data.
Correlationmatrix
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13
correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations
Mdeeplearn
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10
📚 🍑 Machine Learning and Deep Learning with examples.
Hammlet
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10
Fast Bayesian Hidden Markov Model with Wavelet Compression
Kydlib
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10
Routines for exploratory data analysis.
Ts
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9
📓 "An Introduction to Time Series Analysis with R" is a text which is currently under development and aims at giving readers a general overview of the main aspects that characterise time series and the most common tools used for their analysis.
R Models
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9
A quick reference for how to run many models in R.
Parser Rosstat Kep
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9
Provide clean macroeconomic time series as CSV files at stable URL
Predicting The Future With Facebook S Prophet
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9
Forecasting Medium's statistics using Facebook's Prophet Library
Describer_ml
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8
A set of descriptive statistics and hypothesis tests across different types of data
Sparsevar
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8
R package for sparse VAR estimation
Django Elasticsearch Metrics
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8
Django app for storing time-series metrics in Elasticsearch.
Tseuler
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7
A library for Time-Series exploration, analysis & modelling.
Analyze_financial_data
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7
analyze financial data using python: numpy, pandas, etc.
Sparklyr.flint
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7
Sparklyr extension making Flint time series library functionalities (https://github.com/twosigma/flint) easily accessible through R
Laravelmetrics
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6
Laravel package for application level telemetry
Cpat
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6
Change Point Analysis Tests
Cross Quantilogram
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6
A quantile dependent method to calculate the correlation between two series.
Multiple Time Series Forecast
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6
Projeções de múltiplas séries temporais, utilizando modelagem hierarquica
Pocket_stats
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5
A tool to analyze your Pocket reading list.
Acousticfeatures.jl
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5
Acoustic features in Julia
Nonfractal
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5
MATLAB Toolbox for estimating nonfractal connectivity and fractal connectivity
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