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)

Fracdiff Alternatives

Similar projects and alternatives to fracdiff

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a better fracdiff alternative or higher similarity.

fracdiff reviews and mentions

Posts with mentions or reviews of fracdiff. We have used some of these posts to build our list of alternatives and similar projects.

Stats

Basic fracdiff repo stats
3
242
2.6
5 months ago

fracdiff/fracdiff is an open source project licensed under BSD 3-clause "New" or "Revised" License which is an OSI approved license.

The primary programming language of fracdiff is Python.


Sponsored
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com