Akai01's repositories
caretForecast
Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
ArarForecast.jl
Forecasting using Arar algorithm
ngboostForecast
Probabilistic Time Series Forecasting
IntermittentDemand.jl
IntermittentDemand.jl: Intermittent demand forecasting in Julia Language, |forecasting|Julia|
easyforecast
Forecasting methods and algorithms from Introduction to Time Series and Forecasting by Peter J. BrockwellRichard A. Davis.
AutoQuant
R package for automation of machine learning, forecasting, feature engineering, model evaluation, and model interpretation
Metrics.jl
Evaluation Metrics for Machine Learning in Julia
CausalImpact
An R package for causal inference in time series
conformal-predictions-from-scratch
Various Conformal Prediction methods implemented from scratch in pure NumPy for an educational purpose.
ConformalPrediction.jl
Predictive Uncertainty Quantification through Conformal Prediction for Machine Learning models trained in MLJ.
CopulaCPTS
Code for Copula conformal prediction paper (ICLR 2024)
DeepTIMe
PyTorch code for DeepTIMe: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting
example-time-series-datasets
Example time series
MAPIE
A scikit-learn-compatible module for estimating prediction intervals.
ott
Optimal Transport tools implemented with the JAX framework, to get auto-diff, parallel and jit-able computations.
ProbCast
ProbCast: an R Package for Flexible Probabilistic Forecasting
ScoreGradPred
Code for *ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models*
SETAR_Trees
This repository contains the experiments related to a new and accurate tree-based global forecasting algorithm named, SETAR-Tree.
statisticalphysics
open source E-book on statistical physics
tft
R implementation of Temporal Fusion Transformers