blackjax
orbit
blackjax | orbit | |
---|---|---|
1 | 1 | |
727 | 1,811 | |
3.3% | 0.8% | |
8.2 | 7.8 | |
3 days ago | 15 days ago | |
Python | Python | |
Apache License 2.0 | GNU General Public License v3.0 or later |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
blackjax
-
AutoBNN: Probabilistic Time Series Forecasting
What are the other four frameworks?
> For one, who wants to do stuff in tensorflow anymore let alone tensorflow-probability.
AutoBNN is a JAX library and has nothing to do technically with TF Probability. It was developed by the TF Probability team.
> DL community prefers pytorch and stats community prefers Stan.
It looks like the JAX ecosystem for stats is growing: NumPyro is based on JAX, PyMC has a JAX backend, https://github.com/blackjax-devs/blackjax has effective samplers, there is https://github.com/jax-ml/bayeux, and now AutoBNN.
> This one seems theoretically more interesting than some others but practically less useful.
Are there other factors why you think AutoBNN is not practically useful, apart from being based on the wrong foundation (which was a mistaken belief of yours)?
orbit
-
Uber Releases V1.1 of Orbit: A Python Package to Perform Bayesian Time-Series Analysis and Forecasting
Github: https://github.com/uber/orbit
What are some alternatives?
neural_prophet - NeuralProphet: A simple forecasting package
pmdarima - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
ruptures - ruptures: change point detection in Python
darts - A python library for user-friendly forecasting and anomaly detection on time series.
pyro - Deep universal probabilistic programming with Python and PyTorch
fracdiff - Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
ETSformer - PyTorch code for ETSformer: Exponential Smoothing Transformers for Time-series Forecasting
krisi - ⏳ Evaluation of Time-Series Predictions with powerful pdf and web Reporting. Tailored for evaluation of metrics over time!
ebisu - Public-domain Python library for flashcard quiz scheduling using Bayesian statistics. (JavaScript, Java, Dart, and other ports available!)
statsforecast - Lightning ⚡️ fast forecasting with statistical and econometric models.