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mikekeith52 /scalecast

Star334

The practitioner's forecasting library

python data-science machine-learning deep-learning time-series scikit-learn keras pandas recurrent-neural-networks lstm forecasting easy-to-use vecm auto-ml msis scikit-learn-python mase smape

UpdatedMar 16, 2025
Python

IvanildoBatista /Series-Temporais

Star74

Projetos de modelagem e previsão de séries temporal em linguagem Python e linguagem R. Usarei vários modelos de bibliotecas e pacotes usados para tratamento, modelagem e previsão de séries temporais. Falarei um pouco sobre cada uma delas, gerarei a validação e as previsões e, por fim, realizarei a avaliação com a métricas pertinentes.

linear-regression lstm vecm darts impact sarimax arima-model mann-kendall sarima var-model gluonts autots modeltime prophet-facebook neuralprophet modeltime-gluonts atspy

UpdatedFeb 7, 2022
Jupyter Notebook

IDB-FOR-DATASCIENCE /Predictive-Excellence-Engine

Star14

In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models and employ several algorithms to perform feature engineering and selection on a multivariate time series dataset.

timeseries lstm xgboost forecasting var vecm sarimax

UpdatedJun 12, 2021
Jupyter Notebook

svazzole /sparsevar

Star11

R package for sparse VAR estimation

statistics time-series mcp lasso sparse econometrics var vecm scad

UpdatedApr 17, 2021
R

marcotav /oniricus

Star7

Machine learning applications in Finance.

finance machine-learning r vecm stocks financial-analysis cointegration

UpdatedOct 13, 2018
Jupyter Notebook

marcotav /applications-of-time-series-analysis

Star6

Application of time series analysis, including the Bayesian type, to several problems.

bayesian vecm tsa

UpdatedSep 14, 2018
Jupyter Notebook

GianlucaCarpigo /VECM

Star4

An R package to implement VEC models

econometrics forecasting vecm cointegration granger-causality multivariate-timeseries

UpdatedOct 4, 2024
R

Jspano95 /Jspano_MScQFin_Thesis

Star3

Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading

cds vecm financial-data bonds financial-markets timeseries-analysis vectorautoregressive arbitrage-trading cointegration-analysis

UpdatedJun 8, 2021
Jupyter Notebook

nutansahoo /Time-Series-Analysis-of-GDP

Star3

gdp vecm cointegration granger-causality timeseries-analysis

UpdatedDec 17, 2018

psdordelly /Master-Thesis

Star2

time-series vecm price-discovery cointegration-analysis time-varying-parameters common-trends

UpdatedSep 16, 2021
R

monyakenes /VECM-

Star1

The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.

integration ecm vecm fang stationarity cointegration-analysis

UpdatedMar 19, 2021
R

pinguino-lim /Multivariable_time_series_model

Star1

VAR or VECM for fishery capture (2002-2015)

timeseries var vecm multivariable

UpdatedJul 18, 2018
HTML

HeitorGabriel /time-series-modelling_2

Star1

Time Series exercises closely following: Enders, W. (2014) Applied Econometric Time Series and Lutkepohl (2017), Structural Vector Autoregressive Analysis

r time-series econometrics var vecm multivariate-timeseries quarto

UpdatedFeb 23, 2023
HTML

cdcarrion /VEC_PIB

Star0

La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC

r latex reproducible reproducible-research rmarkdown var vecm cointegration

UpdatedFeb 15, 2020
R

VyjayanthiPolapragada /Economic_Dyanamic_Analysis

Star0

This project aims to delve into the intricate relationships between Foreign Direct Investment (FDI), government debt, and Gross Domestic Product (GDP) using a detailed empirical analysis.

python numpy jupyter-notebook eda pandas data-analytics vecm time-series-analysis correlation-analysis time-series-data cointegration-analysis stationarity-test