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statistics
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time-series-analysis
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14 search results found
Statsmodels
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9,242
Statsmodels: statistical modeling and econometrics in Python
Statespacemodels.jl
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249
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Btsa
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88
Berlin Time Series Analysis Repository
Scoredrivenmodels.jl
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26
Score-driven models, aka generalized autoregressive score models, in Julia
Unrollingaverages.jl
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20
A Julia package to deconvolve ("unroll") moving averages of time series to get the original ones back.
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.
Time_series_anomaly_detection_examples
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13
Several examples of anomaly detection algorithms for time series data.
Kydlib
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10
Routines for exploratory data analysis.
Hammlet
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10
Fast Bayesian Hidden Markov Model with Wavelet Compression
Quant Finance
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10
Open souce quantitative finance models and algorithms with tutorials
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.
Parser Rosstat Kep
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9
Provide clean macroeconomic time series as CSV files at stable URL
Sparklyr.flint
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7
Sparklyr extension making Flint time series library functionalities (https://github.com/twosigma/flint) easily accessible through R
Gmwmx
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5
The gmwmx R package implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX)
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1-14 of 14 search results
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