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Implementation of DeepMind's Deep Generative Model of Radar (DGMR) https://arxiv.org/abs/2104.00954
Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.
midasml package is dedicated to run predictive high-dimensional mixed data sampling models
A repository for nowcasting with signature methods
Trabajo Final de Herramientas Econométricas - Doctorado en Economía UCA 2022