probabilistic-forecasting

There are 7 repositories under probabilistic-forecasting topic.

Nixtla / neuralforecast
Scalable and user friendly neural :brain: forecasting algorithms.
deep-learning forecasting esrnn nbeats nbeatsx time-series pytorch transformer nhits neural-network machine-learning deep-neural-networks deepar tft robust-regression hierarchical-forecasting probabilistic-forecasting baselines baselines-zoo hint
Language:Python 2759
skforecast
JoaquinAmatRodrigo / skforecast
Time series forecasting with machine learning models
arima autoregressive-forecasting backtesting-forecasters data-science direct-forecasting exogenous-predictors forecasting lightgbm machine-learning multi-series-forecasting multi-step-forecasting multiple-time-series-forecasting probabilistic-forecasting python quantile-forecasting sarimax scikit-learn time-series weighted-time-series-forecasting xgboost
Language:Jupyter Notebook 1012
pyFTS
PYFTS / pyFTS
An open source library for Fuzzy Time Series in Python
fuzzy-sets fts time-series forecasting forecasting-models fuzzy-time-series probabilistic-forecasting data-science interval time-series-analysis time-series-forecasting econometrics series series-models fuzzy-rules fuzzy-sets-syst python fuzzy-systems
Language:Python 261
StatMixedML / LightGBMLSS
An extension of LightGBM to probabilistic modelling
machine-learning lightgbm gamlss uncertainty-estimation prediction-intervals distributional-regression probabilistic-forecasting normalizing-flows mixture-density-model
Language:Python 252
Rose-STL-Lab / dyffusion
[NeurIPS 2023] A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting
diffusion diffusion-models ensemble-forecasts machine-learning neurips neurips-2023 probabilistic-forecasting spatiotemporal-forecasting deep-learning pytorch pytorch-lightning
Language:Python 133
FilippoMB / Ensemble-Conformalized-Quantile-Regression
Valid and adaptive prediction intervals for probabilistic time series forecasting
probabilistic-forecasting time-series-forecasting time-series-prediction uncertainty-quantification frequentist-statistics frequentistic-confidence-intervals recurrent-neural-networks quantile-regression conformal-prediction random-forest prediction-intervals ensemble-machine-learning
Language:Jupyter Notebook 78
aybchan / uber-time-series
Bayesian time series prediction
time-series deep-learning probabilistic-forecasting pytorch
Language:Jupyter Notebook 59
pratham16cse / AggForecaster
Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022
probabilistic-forecasting long-range-forecasting time-series-forecasting transformer-architecture transformer-models time-series
Language:Python 18
honglinwen / Conditional-normalizing-flow-for-wind-power-forecasting
Code for paper "Continuous and Distribution-free Probabilistic Wind Power Forecasting: A Conditional Normalizing Flow Approach" https://arxiv.org/abs/2206.02433
conditional-normalizing-flows deep-learning probabilistic-forecasting wind-power-forecasting
Language:Jupyter Notebook 16
petroniocandido / PhdThesis
Scalable Models of Probabilistic Forecasting with Fuzzy Time Series, PhD Thesis
fuzzy-time-series forecasting time-series-forecasting probabilistic-forecasting interval-forecasting
Language:Jupyter Notebook 11
OmarBouhamed / T-DPnet
T-DPnet-Transformer-based-deep-Probabilistic-network-for-load-forecasting
deep-learning load-forecasting machine-learning probabilistic-forecasting t-dpnet transformers
Language:Jupyter Notebook 7
MicheleUIT / Probabilistic-load-forecasting-with-Reservoir-Computing
Probabilistic load forecasting with Reservoir Computing
probabilistic-forecasting probabilistic-programming reservoir-computing uncertainty-neural-networks uncertainty-quantification
Language:Jupyter Notebook 6
cemoze / probabilistic-wind-power-forecasting
Probabilistic Wind Power Forecasting with R
r wind forecast probability probabilistic-forecasting wind-energy wind-power-forecasting wind-power
Language:R 4
FVS-energy / prob_forecasting
This repository contains code and data for probabilistic forecasting of electricity loads.
forecasting gru gated-recurrent-units probabilistic-forecasting electricity-consumption smart-meter
Language:Jupyter Notebook 4
hiyamgh / Forecasting-Demand-Primary-Health-Care
Predicting Demand in Primary Health Care Centers in Lebanon: Insight from Syrian Refugees Crisis
time-series uncertainty utility-based-regression shapley probabilistic-forecasting imbalanced-data syrian-refugees public-health machine-learning data-science python tensorflow
Language:Jupyter Notebook 4
danigiro / ctprob
Cross-temporal probabilistic forecast reconciliation repository
cross-temporal forecast-reconciliation linearly-constrained-multiple-time-series probabilistic-forecasting
Language:TeX 3
ngwelch / bayesFlow
Codes in this repository generate probabilistic forecasts of international migration flows between the 200 most populous countries.
bayesian-hierarchical-model probabilistic-forecasting bilateral-migration-flows international-migration
Language:R 3
hatalis / Quantile_Detector
Qauntile autoregressive neural network for time series anamoly detection.
detection-model neural-network quantile-regression probabilistic-forecasting
Language:Python 2
luca-pernigo / kernel_quantile_regression
Kernel quantile regression
confidence-intervals python quantile-regression energy-forecasting probabilistic-forecasting kernel-methods
Language:Jupyter Notebook 2
EnsiyeTahaei / probabilistic-forecasting-using-implicit-generative-models
Performance evaluation of implicit generative models for probabilistic forecasting
aae gan generative-model probabilistic-forecasting python pytorch time-series-analysis time-series-forecasting vae
Language:Jupyter Notebook 1
igormanojlovic / culearn
culearn: Cumulant Learning in Python
forecasting probabilistic-forecasting approximation clustering feature-extraction feature-selection regression representation-learning time-series
Language:Python 1
Kai-Ref / DeepAR_InfluenzaForecast
DeepAR implementation for seasonal influenza cases in German districts
deepar epidemiology influenza jupyter-notebook python r epidemic-modelling epidemiological-predictions gluonts probabilistic-forecasting ray-tune surveillance hhh4
Language:Jupyter Notebook 1
meteosimon / mvnchol
BAMLSS families for multivariate Gaussian regression models
probabilistic-forecasting
Language:R 1
PYFTS / PWFTS
Probabilistic Forecasting With Fuzzy Time Series
forecasting fuzzy fuzzy-time-series interval-forecasting probabilistic-forecasting
Language:Jupyter Notebook 1
ray-chew / probabilistic_forecasting_examples
Reproduced the examples and results from the textbook "Probabilistic Forecasting and Bayesian Data Assimilation" in Python
bayesian-optimization data-assimilation probabilistic-forecasting textbook-example
Language:Jupyter Notebook 1

probabilistic-forecasting

Nixtla / neuralforecast

JoaquinAmatRodrigo / skforecast

PYFTS / pyFTS

StatMixedML / LightGBMLSS

Rose-STL-Lab / dyffusion

FilippoMB / Ensemble-Conformalized-Quantile-Regression

aybchan / uber-time-series

pratham16cse / AggForecaster

honglinwen / Conditional-normalizing-flow-for-wind-power-forecasting

petroniocandido / PhdThesis

OmarBouhamed / T-DPnet

MicheleUIT / Probabilistic-load-forecasting-with-Reservoir-Computing

cemoze / probabilistic-wind-power-forecasting

FVS-energy / prob_forecasting

hiyamgh / Forecasting-Demand-Primary-Health-Care

danigiro / ctprob

ngwelch / bayesFlow

hatalis / Quantile_Detector

luca-pernigo / kernel_quantile_regression

EnsiyeTahaei / probabilistic-forecasting-using-implicit-generative-models

igormanojlovic / culearn

Kai-Ref / DeepAR_InfluenzaForecast

meteosimon / mvnchol

PYFTS / PWFTS

ray-chew / probabilistic_forecasting_examples