arfima

There are 1 repository under arfima topic.

JuliaDynamics / ARFIMA.jl
Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
stochastic timeseries arfima arima arma autoregressive moving-average
Language:Julia 50
AlbertoAlmuinha / garchmodels
The Tidymodels Extension for GARCH models
garch-models parsnip tidymodels garch arima arfima
Language:R 34
akononovicius / arfima
Python implementation of ARFIMA process with an aim to simulate series.
python arfima
Language:Python 18
hongwai1920 / Using-ARIMA-model-to-forecast-returns
Implement ARIMA and ARFIMA to forecast returns
arima-forecasting arfima time-series-analysis statistics
Language:Jupyter Notebook 13
everval / LongMemory.jl
Julia package to generate, estimate, and forecast long memory processes
arfima fractional-differencing har-model long-memory long-range-dependence time-series time-series-analysis cross-sectional-aggregation stochastic-duration-shock strong-persistence forecasting
Language:Julia 5
gaurav71531 / UUknowns
fractional dynamical model estimation with unknown unknowns
fractional-dynamics arfima unknown-unknowns
Language:Jupyter Notebook 2
MaxPayne5100 / CryptoAnalyzer
LNU Diploma
python39 jupyter-notebook machine-learning data-analysis cryptocurrency-trading-bot telegram-bot arfima r
Language:Jupyter Notebook 2
AWrzos / Engineering_Thesis
In this repository I will share my Engineering Thesis about application of ARFIMA models in forecasting raw materials prices in R.
analysis arfima bsc-thesis forecasting forecasting-prices latex r rstudio time-series
Language:HTML 1