time-series-decomposition topic

List time-series-decomposition repositories

ETSformer

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39
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PyTorch code for ETSformer: Exponential Smoothing Transformers for Time-series Forecasting

CoST

210
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42
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PyTorch code for CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting (ICLR 2022)

ml-time-series-analysis-on-sales-data

52
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22
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Time Series Decomposition techniques and random forest algorithm on sales data

product-sales-forecasting

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Forecasted product sales using time series models such as Holt-Winters, SARIMA and causal methods, e.g. Regression. Evaluated performance of models using forecasting metrics such as, MAE, RMSE, MAPE a...

SingularSpectrumAnalysis.jl

63
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5
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A package for performing Singular Spectrum Analysis (SSA) and time-series decomposition

Rbeast

238
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38
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Bayesian Change-Point Detection and Time Series Decomposition

forecastout

21
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2
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Python library to forecast univariate time series through backtesting model selection