thomasarmstrong98

awesome-time-series

list of papers, code, and other resources

awesome-weather-models

🌦️ A catalogue and categorization of AI-based weather forecasting models.

torchda

Use Deep Learning in Data Assimilation

awesome-time-series-papers

This repository offers a collection of recent time series research papers, including forecasting, anomaly detection and so on , with links to code and resources.

HFT

High Frequency Market Making

BasicTS

A Fair and Scalable Time Series Forecasting Benchmark and Toolkit.

FuXi

A cascade machine learning forecasting system for 15-day global weather forecast

precise

World beating online covariance and portfolio construction.

PyPSA

PyPSA: Python for Power System Analysis

HMNet

k-diffusion

Karras et al. (2022) diffusion models for PyTorch

RL-book

Time-Series-Forecasting-and-Deep-Learning

Resources about time series forecasting and deep learning.

stormer

SkyGPT

A physics-constrained stochastic sky video prediction model for probabilistic short-term solar forecasting

example-hftish

Example Order Book Imbalance Algorithm

fancyimpute

Multivariate imputation and matrix completion algorithms implemented in Python

Time-Series-Works-Conferences

Time-Series Work Summary in CS Top Conferences (NIPS, ICML, ICLR, KDD, AAAI, WWW, IJCAI, CIKM, ICDM, ICDE, etc.)

RTGCN

Relational Temporal Graph Convolutional Network for Ranking-based Stock Prediction

community

Community Repo for Open Climate Fix

light-speed-io

Read & decompress many chunks of files at high speed

routerbench

The code for the paper ROUTERBENCH: A Benchmark for Multi-LLM Routing System

MetOffice_NIMROD

Python module to extract data from UK Met Office Rain Radar NIMROD image files

aiosonic

A very fast Python asyncio http client

hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

open-meteo

Free Weather Forecast API for non-commercial use

tsfel

An intuitive library to extract features from time series.

open-data

Open-Meteo on AWS Open Data

Herbie

Download numerical weather prediction datasets (HRRR, RAP, GFS, IFS, etc.) from NOMADS, NODD partners (Amazon, Google, Microsoft), ECMWF open data, and the University of Utah Pando Archive System.

earth2mip

Earth-2 Model Intercomparison Project (MIP) is a python framework that enables climate researchers and scientists to inter-compare AI models for weather and climate.