571 Open source projects that are alternatives of or similar to pyfilter

R package for statistical inference using partially observed Markov processes

Sequential Monte Carlo algorithm for approximation of posterior distributions.

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A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

This repository contains morden baysian statistics and deep learning based research articles , software for survival analysis

Forecasting 🇫🇷 elections with Bayesian statistics 🥳

Time series competition data

The official QuestDB website, database documentation and blog.

Resources for working with time series and sequence data

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

super-monorepo for machine learning and algorithmic trading

[Implementation example] Attend and Diagnose: Clinical Time Series Analysis Using Attention Models

Probabilistic question-asking system: the program asks, the users answer. The minimal goal of the program is to identify what the user needs (a target), even if the user is not aware of the existence of such a thing/product/service.

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Deep Convolutional Bidirectional LSTM for Complex Activity Recognition with Missing Data. Human Activity Recognition Challenge. Springer SIST (2020)

This repository contains the solutions to all the exercises for the MOOC about SLAM and PATH-PLANNING algorithms given by professor Claus Brenner at Leibniz University. This repository also contains my personal notes, most of them in PDF format, and many vector graphics created by myself to illustrate the theoretical concepts. Hope you enjoy it! :)

A flexible, modern, C++ recursive Bayesian estimation library.

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A framework for historical volatility estimation and analysis.

Code used in the paper "Time Series Clustering via Community Detection in Networks"

Occupancy detection of an office room from light, temperature, humidity and CO2 measurements

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A Keras library for multi-step time-series forecasting.

Real time sync from MongoDB into InfluxDB

Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"

A fast, scalable and light-weight C++ Fréchet distance library, exposed to python and focused on (k,l)-clustering of polygonal curves.

Using Kalman Filter to Predict Corona Virus Spread

A flexible data historian based on InfluxDB, Grafana, MQTT and more. Free, open, simple.

A repository for code accompanying the manuscript 'An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series' (published at TNNLS)

High-availability and horizontal scalability for InfluxDB

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Barrage is an opinionated supervised deep learning tool built on top of TensorFlow 2.x designed to standardize and orchestrate the training and scoring of complicated models.

Machine Learning - accelerated Bayesian inference

Helper functions for brmsfit objects (DEPRECATED)

Pairs trading strategy example based on Catalyst

A data preprocessing package for time series data. Design for machine learning and deep learning.

Generation of Synthetic Populations Library

📈 PyTorch dual-attention LSTM-autoencoder for multivariate Time Series 📈

Natural Gradient, Variational Inference

Estimating effective elastic thickness of the lithosphere

SVG time-series charting library

Code for "Functional variational Bayesian neural networks" (https://arxiv.org/abs/1903.05779)

R-package for interpretable nonparametric modeling of longitudinal data using additive Gaussian processes. Contains functionality for inferring covariate effects and assessing covariate relevances. Various models can be specified using a convenient formula syntax.

This is a 'hands-on' tutorial for the RIKEN International School on Data Assimilation (RISDA2018).

Infer the gender of an individual based on their name.

Analyzes chronological patterns present in time-series data and provides human-readable descriptions

ConvLSTM/ConvGRU (Encoder-Decoder) with PyTorch on Moving-MNIST

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Investment portfolio and stocks analyzing tools for Python with free historical data

📈 high level wrapper for parallel univariate time series forecasting 📉

Implementation of normalising flows and constrained random variable transformations

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Causal Discovery for Python. Translation and extension of the Tetrad Java code.

🎓 Uni-Bonn Decision Analysis graduate course, lectures and materials

A Python interface between Earth Engine and xarray for processing time series data

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Probabilistic Programming with Gaussian processes in Julia

CentOS based Docker container for Time Series Analysis and Modeling.

Imputation of Financial Time Series with Missing Values and/or Outliers