fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado. (by fracdiff)
orbit
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)
fracdiff | orbit | |
---|---|---|
3 | 1 | |
242 | 1,811 | |
- | 0.8% | |
2.6 | 7.8 | |
5 months ago | 17 days ago | |
Python | Python | |
BSD 3-clause "New" or "Revised" License | GNU General Public License v3.0 or later |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
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.
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.
fracdiff
Posts with mentions or reviews of fracdiff.
We have used some of these posts to build our list of alternatives
and similar projects.
orbit
Posts with mentions or reviews of orbit.
We have used some of these posts to build our list of alternatives
and similar projects.
-
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?
When comparing fracdiff and orbit you can also consider the following projects:
cvxportfolio - Portfolio optimization and back-testing.
neural_prophet - NeuralProphet: A simple forecasting package
autogluon - Fast and Accurate ML in 3 Lines of Code
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