Time series modeling using ARIMA and XGBoost. Intro to free time series modeling resources

• jidt

  1 242 6.0 Java

  JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems

IDK why this got downvoted, it's good to know there's a non-linear alternative to ARIMA. Here's J Lizier's implementation; it's in Java, but apparently usable in Python via Jpype.

• ennemi

  1 34 1.3 Python

  Easy Nearest Neighbor Estimation of Mutual Information

For (what I understand to as) a mutual information analogue of correlation coefficients, there's a native Python implementation, ennemi.

• WorkOS

  workos.com sponsored

  The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

  

• mlforecast

  11 713 8.8 Python

  Scalable machine 🤖 learning for time series forecasting.

  

In Python you can use the https://nixtla.github.io/mlforecast library for example, it makes the feature engineering, evaluation and cross validation trivial.

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