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Tim Radtke's starred repositories

threedx

Interpretable Probabilistic Forecasts via Three-Dimensional Exponential Smoothing

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weird

That's weird: Anomaly detection using R

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syne-tune

Large scale and asynchronous Hyperparameter and Architecture Optimization at your fingertips.

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gluonts

Probabilistic time series modeling in Python

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cmdstanpy

CmdStanPy is a lightweight interface to Stan for Python users which provides the necessary objects and functions to compile a Stan program and fit the model to data using CmdStan.

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tulip

Reliable Probabilistic Forecasts

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ProbCast

ProbCast: an R Package for Flexible Probabilistic Forecasting

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mcx

Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.

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scqe

scqe Stability controlled quasi-experiment

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stan-statespace

Stan models for state space time series

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feasts

Feature Extraction And Statistics for Time Series

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Rlgt

Rlgt is an R package for Bayesian Exponential Smoothing

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M4-methods

Data, Benchmarks, and methods submitted to the M4 forecasting competition

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Code and data to reproduce the transfer of a learned posterior on one time series as a new prior on a related time series to model yearly seasonality for a short time series. Implemented in R and Stan.

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