multivariate-timeseries

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

finance bitcoin trading sklearn cryptocurrency stock-market lstm-neural-networks keras-tensorflow multivariate-timeseries volatility-modeling garch-models

UpdatedSep 10, 2021
Jupyter Notebook

DynamicsAndNeuralSystems /pyspi

Star235

Comparative analysis of pairwise interactions in multivariate time series.

time-series complex-networks complex-systems multivariate-analysis time-series-analysis multivariate-timeseries pairwise-interactions

UpdatedApr 28, 2025
Python

zamanzadeh /ts-anomaly-benchmark

Star215

Time-Series Anomaly Detection Comprehensive Benchmark

machine-learning time-series dataset anomaly timeseries-data anomaly-detection timeseries-analysis multivariate-timeseries univariate-timeseries

UpdatedNov 3, 2024

ajitsingh98 /Time-Series-Analysis-and-Forecasting-with-Python

Star175

Time Series Analysis and Forecasting in Python

numpy machine-learning-algorithms pandas stats python-3 statsmodels lstm-neural-networks time-series-analysis fbprophet sarimax moving-average stats-api arima-model multivariate-timeseries time-series-forecasting arima-forecasting holt-winters-forecasting prophet-facebook univariate-timeseries deep-learning-for-time-series

UpdatedJul 17, 2024
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cerlymarco /tspiral

Star161

A python package for time series forecasting with scikit-learn estimators.

python timeseries time-series scikit-learn forecasting multivariate-timeseries timeseries-forecasting direct-forecasting multivariate-forecasting autoregressive-modeling autoregressive-forecasters exogenous-predictors recursive-forecasting

UpdatedApr 4, 2024
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nicholasjclark /mvgam

Star159

{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting

timeseries forecasting rstats multilevel-models stan bayesian-statistics generalized-additive-models time-series-analysis ecological-modelling generalised-additive-models vector-autoregression multivariate-timeseries gaussian-process vectorautoregression dynamic-factor-models joint-species-distribution-modelling

UpdatedJul 2, 2025
R

OpsPAI /MTAD

Star116

MTAD: Tools and Benchmark for Multivariate Time Series Anomaly Detection

benchmark timeseries toolkit anomaly anomaly-detection multivariate-timeseries

UpdatedDec 18, 2024
Python

ricardovvargas /3w_dataset

Star114

The first realistic and public dataset with rare undesirable real events in oil wells.

event-management dataset classification multivariate-timeseries fault-detection oil-wells

UpdatedJun 3, 2022
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lpphd /multivariate-attention-tcn

Star97

deep-learning time-series forecasting attention-mechanism multivariate-timeseries temporal-convolutional-networks

UpdatedMar 25, 2023
Jupyter Notebook

firmai /mtss-gan

Star94

MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by@firmai)

finance time-series simulation generative-adversarial-network stress-test similarity-measures multivariate-data model-validation synthetic-data multivariate-timeseries synthetic-dataset-generation adverserial

UpdatedSep 29, 2020

sarikayamehmet /cnn-bilstm-attention

Star91

Multivariate Time Series Prediction using Keras (CNN BiLSTM Attention)

keras cnn attention multivariate-timeseries bilstm

UpdatedNov 6, 2020
Jupyter Notebook

TimeEval /GutenTAG

Star84

GutenTAG is an extensible tool to generate time series datasets with and without anomalies; integrated with TimeEval.

time-series datasets dataset-generation anomaly-detection multivariate-timeseries time-series-anomaly-detection univariate-timeseries

UpdatedJun 10, 2025
Python

enzofali /The-Ultimate-Google-TensorFlow-Developer-Certificate-Exam-Study-Guide

Star72

Google TensorFlow Developer Certificate Study Guide

nlp data-science machine-learning google deep-neural-networks computer-vision deep-learning convolutional-neural-networks transfer-learning lstm-neural-networks multivariate-timeseries deeplearning-ai tensorflow2

UpdatedMay 19, 2023

taylorhawks /RNN-music-recommender

Star71

sequential content-based recommendation system

music spotify pipeline spotify-api playlist-generator music-theory rnn sequence-to-sequence sequence-models multivariate-timeseries

UpdatedJan 28, 2020
Jupyter Notebook

MTS-BenchMark /MvTS

Star67

Multivariate Time Series Repository

multivariate-data multivariate-timeseries pytorch-implementation multi-step-forecasting single-step-forecasting mvts

UpdatedNov 22, 2023
Python

eonu /sequentia

Star64

Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.

python machine-learning hmm time-series dtw multivariate knn dynamic-time-warping sequence-classification hidden-markov-models sequential-patterns time-series-classification multivariate-timeseries variable-length classification-algorithms k-nearest-neighbor-classifier

UpdatedDec 30, 2024
Python

atsa-es /MARSS

Star51

Multivariate Autoregressive State-Space Modeling with R

cran statistics time-series r-package multivariate-timeseries state-space-models

UpdatedFeb 19, 2024
R

jyoti0225 /Air-Pollution-Forecasting

Star50

Time Series Analysis of Air Pollutants(PM2.5) using LSTM model

python time-series lstm forecasting rnn air-pollution time-series-analysis multivariate-timeseries lstm-neural-network rnn-lstm univariate-analysis air-pollutants air-pollution-prediction

UpdatedAug 12, 2020
Jupyter Notebook

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