Lazaros Zografopoulos's starred repositories
tensorflow
An Open Source Machine Learning Framework for Everyone
Time-series-prediction
tfts: Time Series Deep Learning Models in TensorFlow
flow-forecast
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
nixtla
TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.
statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
neuralforecast
Scalable and user friendly neural :brain: forecasting algorithms.
mlforecast
Scalable machine 🤖 learning for time series forecasting.
SAITS
The official PyTorch implementation of the paper "SAITS: Self-Attention-based Imputation for Time Series". A fast and state-of-the-art (SOTA) deep-learning neural network model for efficient time-series imputation (impute multivariate incomplete time series containing NaN missing data/values with machine learning). https://arxiv.org/abs/2202.08516
PyPOTS
A Python toolkit/library for reality-centric machine/deep learning and data mining on partially-observed time series, including SOTA neural network models for scientific analysis tasks of imputation, classification, clustering, forecasting, & anomaly detection on incomplete industrial (irregularly-sampled) multivariate TS with NaN missing values
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
epftoolbox
An open-access benchmark and toolbox for electricity price forecasting