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10 search results found

Spatiotemporal_datasets ⭐ 39

Spatiotemporal datasets collected for network science, deep learning and general machine learning research.

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.

Bvartools ⭐ 27

Functions for Bayesian inference of vector autoregressive and vector error correction models

Bayesian Estimation of Structural Vector Autoregressive Models

Mofc Demand Forecast ⭐ 14

Time Series Forecasting for the M5 Competition

Replication Pellegrino 2022 Hyperparameters ⭐ 9

Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting

Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024+) for network estimation and forecasting of high-dimensional time series

Unemployment Rate forecasting tool built for BMWi during the Data Science for Social Good Fellowship

Predict_bitcoin_using_reddit_sentiment ⭐ 5

Sentiment analysis of Reddit comments to predict bitcoin price movement

Cambridgetemperaturenotebooks ⭐ 5

Cambridge UK temperature forecast python notebooks

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