1183 Open source projects that are alternatives of or similar to Pydlm

Full Bayesian Inference for Hidden Markov Models

Downsample plugin for Flot charts.

A toolkit for working with time series in R

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

Solution to Kaggle - Web Traffic Time Series Forecasting

Anything can happen in the next half hour (including spectral timing made easy)!

Implementation of time series compression method from the Facebook's Gorilla paper

Time series analysis in Java

Predict time-series with one line of code.

Open source time series library for Python

Latent Dirichlet Allocation

A collection of anomaly detection methods (iid/point-based, graph and time series) including active learning for anomaly detection/discovery, bayesian rule-mining, description for diversity/explanation/interpretability. Analysis of incorporating label feedback with ensemble and tree-based detectors. Includes adversarial attacks with Graph Convolutional Network.

📈 A small, fast chart for time series, lines, areas, ohlc & bars

Library which contains several time-dependent data and index structures (e.g., IntervalTree, BucketTimeSeries), as well as algorithms.

NeuralProphet - A simple forecasting model based on Neural Networks in PyTorch

Stock Analysis Tutorial in Python

Financial market technical analysis & indicators in Julia

Time-aware tibbles

GridDB is a next-generation open source database that makes time series IoT and big data fast,and easy.

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

An interactive online reading of McElreath's Statistical Rethinking

Twitter's Anomaly Detection in Pure Python

Advanced and Fast Data Transformation in R

Collection of several downsampling methods for time series visualisation purposes.

High-performance Bayesian Data Analysis on the GPU in Clojure

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

Repository of the paper "A Systematic Evaluation of Deep Anomaly Detection Methods for Time Series".

Bringing financial analysis to the tidyverse

Timeseries database

SiriDB is a highly-scalable, robust and super fast time series database. Build from the ground up SiriDB uses a unique mechanism to operate without a global index and allows server resources to be added on the fly. SiriDB's unique query language includes dynamic grouping of time series for easy analysis over large amounts of time series.

Durable time-series database that's API-compatible with Prometheus.

Java implementation of Seasonal-Trend-Loess time-series decomposition algorithm.

[IMC 2020 (Best Paper Finalist)] Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions

Time series Timeseries Deep Learning Pytorch fastai - State-of-the-art Deep Learning with Time Series and Sequences in Pytorch / fastai

1st place solution

A machine learning toolkit dedicated to time-series data

Extending broom for time series forecasting

A python library for time-series smoothing and outlier detection in a vectorized way.

A Multipurpose Library for Synthetic Time Series Generation in Python

An open-source library of algorithms to analyse time series in GPU and CPU.

A friendly package for Kepler & TESS time series analysis in Python.

If you can measure it, consider it predicted

An R package for experimental psychologists

This curated list contains python packages for time series analysis

A Python implementation of Seasonal and Trend decomposition using Loess (STL) for time series data.

Projection predictive variable selection

ELFI - Engine for Likelihood-Free Inference

Training Diary

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

API for manipulating time series on top of Apache Spark: lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, downsampling, and interpolation

Time Series Ensemble Forecasting

An Open Source Distributed Time Series Database with high performance, high compression ratio and high usability.

Matlab interface to Stan, a package for Bayesian inference

Bayesian Generalized Linear Models with Time-Varying Coefficients

Nonlinear Nonparametric Statistics

Machine learning models for time series analysis

Accumulo backed time series database

Axibase Time Series Database: Usage Examples and Research Articles

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend