stationarity
There are 0 repository under stationarity topic.
advaitsave / Introduction-to-Time-Series-forecasting-Python
Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.
Language:Jupyter Notebook 321- python-time-series-handbook
FilippoMB / python-time-series-handbook
Material for the course "Time series analysis with Python"
arimachaos-theorycourseexponential-smoothingfourier-transformkalman-filtermoving-averagemultivariate-time-seriesnon-linear-dynamicsprophetquantitative-financerecurrent-neural-networksreservoir-computingsignal-processingstationaritytime-series-analysistime-series-classificationtime-series-clusteringtime-series-forecastingunit-root-testLanguage:Jupyter Notebook 114 - 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.
Language:Jupyter Notebook 56 Pradnya1208 / Bitcoin-Price-Prediction-using-ARIMA
Bitcoin price prediction using ARIMA Model.
Language:Jupyter Notebook 22bhattbhavesh91 / adf-test-stationarity-python
Stationarity check using the Augmented Dickey-Fuller test from Scratch in Python
Language:Jupyter Notebook 14MoinDalvs / Forecasting_Airline_Passengers_Traffic
Forecast the Airlines Passengers. Prepare a document for each model explaining how many dummy variables you have created and RMSE value for each model. Finally which model you will use for Forecasting.
Language:Jupyter Notebook 7jeckonov / Econometrics
Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)
Language:Jupyter Notebook 5AlgoTrading101 / Econometrics-on-Stock-Data
R finance guide - Algotrading101
Language:R 4open-source-modelling / stationary_bootstrap_python
Resampling procedure for weakly dependent stationary observations.
Language:Jupyter Notebook 4econcz / stata-xtarimau
'XTARIMAU': module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto
Language:Stata 3Resampling procedure for weakly dependent stationary observations.
Language:MATLAB 3philippe-ostiguy / AutoStationarity
📈 Make your time series stationary automatically using Python
Language:Python 3sushantdhumak / ARIMA-for-Industrial-Production
Explains how to use ARIMA model to forecast future production units, enabling informed decision-making and planning in the electric and gas utilities sector.
Language:Jupyter Notebook 3Alro10 / time-series-statistical-tests
Statistical tests of time series using python
Language:Jupyter Notebook 2'ARIMAAUTO': module to find the best ARIMA model with the help of a Stata-adjusted Hyndman-Khandakar (2008) algorithm
Language:Stata 2lauravoicu / Vulnerabilities
Common vulnerabilities and exposure.
Language:Jupyter Notebook 2- Time_Series_project
melodygr / Time_Series_project
Time Series Analysis of Zillow data
Language:Jupyter Notebook 2 cjabradshaw / DensityFeedbackSims
Stochastic simulations of population abundance with known component density feedback on survival to test for ability to return ensemble feedback signal
Language:R 1datstat-consulting / LocalStationarity
package for modelling Time Series Processes as locally stationary processes
Language:Python 1ECheynet / stationaryTests
Matlab functions to test the stationarity of a random process
Language:MATLAB 1jguerrae / Series-de-tiempo-Uniandes
Este repositorio contiene los códigos en Python de los distintos modelos y metodologías impartidas en el curso Series de Tiempo, ofrecido en la Maestría de Economía (PEG) en la Universidad de los Andes.
Language:HTML 1- Language:R 1
katlass / Machine-Learning
A Collection of Data Science and Machine Learning Projects Utilizing Scikit-Learn, TensorFlow, and R for Predictive Modeling, Time Series Analysis, and Statistical Methods.
Language:Jupyter Notebook 1monyakenes / VECM-
The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.
Language:R 1Rudra-23 / Electric-Production-Forecast
Time Series Analysis and Forecast on Electricity Production using ARIMA and FB Prophet.
Language:Jupyter Notebook 1shanuhalli / Assignment-Forecasting
Forecast the Airlines Passengers and CocaCola Prices data set. Prepare a document for model explaining. How many dummy variables you have created and RMSE value for model. Finally which model you will use for Forecasting.
Language:Jupyter Notebook 1ShubhamMore4 / Project-Stock_Price_Prediction
Predict the apple stock market price for next 30 days. There are Open, High, Low and Close price has been given for each day starting from 2012 to 2019 for Apple stock.
Language:Jupyter Notebook 1vmieres / Predicting-Currency-Movements
This repo is about forecasting the Yen movements in order to know whether to be long or short.
Language:Jupyter Notebook 1alichopping / Mid-Frequency-Statistical-Arbitrage
An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.
Language:Jupyter Notebook 0arnobmukherjee1988 / TimeSeries_Analysis_CO2_emission
Time Series Analysis of CO2_emission. Study from exercise E3 of 'Physics and Finance'
Language:Jupyter Notebook 0ckarag / dfgls4matlab
MATLAB implementation of the DF-GLS unit root test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the underlying ADF regression.
Language:MATLAB 0DaGocodes / Financial-Data
Analysis of Skewness and Kurtosis in Stock Return data and their Transformations
0dpassos91 / milesinthesky_project2
Data Science: Machine Learning analysis of B2B website Visits and Purchase Patterns
Language:Jupyter Notebook 0NadiaOrdonez / Python_Tableau_LaborDE_Customer_expansion
Using Python for comprehensive data analyses and machine learning, alongside Tableau for advanced data visualization, for a German company seeking to expand their customer base.
Language:Jupyter Notebook 0- Time_series_nasdaq-project
olesyamba / Time_series_nasdaq-project
Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.
Language:R 0 ErfanXH / Trading-Algorithms-IUST
My Solutions to Trading Algorithms Course Practical Assignments
Language:Jupyter Notebook
