transferentropy
modeltime
| transferentropy | modeltime | |
|---|---|---|
| 1 | 5 | |
| 37 | 499 | |
| - | 0.6% | |
| 1.0 | 8.4 | |
| about 1 year ago | 4 months ago | |
| R | R | |
| GNU General Public License v3.0 only | GNU General Public License v3.0 or later |
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transferentropy
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[P] the copent package v0.2.1 now on PyPI
Code for https://arxiv.org/abs/1910.04375 found: https://github.com/majianthu/transferentropy
modeltime
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Cross Validating Time Series Models in R
Check out the ModelTime package: https://business-science.github.io/modeltime/
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Good package or tidy way of sliding time series forecasting windows for backtesting?
I was looking for something similar a bit ago and settled on timetk and modeltime. It's been a while since I worked with these and I never got deep enough in my own project to fully explore them, so unfortunately all I can offer are the links; however this should get you what you're looking for
- Has anyone taken Matt Dancho's courses?
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Time Series in R
It’s actually completely different than what existed. You can see my roadmap here and how much has went into the Modeltime project. https://github.com/business-science/modeltime/issues/5
What are some alternatives?
pycopent - Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
fable - Tidy time series forecasting
Deep_XF - 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.
modeltime.gluonts - GluonTS Deep Learning with Modeltime
boostime - The Tidymodels Extension for Time Series Boosting Models
healthyR.ts - A time-series companion package to healthyR
modeltime.resample - Resampling Tools for Time Series Forecasting with Modeltime
Auto_TS - Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.
hal9001 - 🤠 📿 The Highly Adaptive Lasso
modeltime.h2o - Forecasting with H2O AutoML. Use the H2O Automatic Machine Learning algorithm as a backend for Modeltime Time Series Forecasting.
modeltime.ensemble - Time Series Ensemble Forecasting
timetk - Time series analysis in the `tidyverse`