fractional-differencing

There are 0 repository under fractional-differencing topic.

SciFracX / FractionalDiffEq.jl
Solve Fractional Differential Equations using high performance numerical methods
fractional-differential-equations julia numerical caputo riemann-liouville fractional-calculus fractional-differencing matrix-discrete fde ode pde numerical-methods differential-equations fdde distributed-order scientific-machine-learning
Language:Julia 72
fractional_differencing_gpu
$fractional_differencing_gpu$ ritchieng / fractional_differencing_gpu
Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.
fractional-differencing rapids cudf gpu-computing hpc-applications nvidia python time-series stationarity
Language:Jupyter Notebook 55
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
Ostirion-net / Fractio
Tools for fractional differentiation of time series with pandas dataframes.
machine-learning algorithmic-trading fractional-differencing
Language:Python 5
$numpy-fracdiff$ ulf1 / numpy-fracdiff
Fractional differentiation as numpy function
differentiation differences fractional-differencing fractional numpy
Language:Python 5
alessioarcara / forecasting-DJIA-prices
Fractional Differencing Modeling and Application of Natural Language Processing in order to forecast Dow Jones INDEX closing price
fractional-differencing nlp stock-price-prediction
Language:Jupyter Notebook 2