vector-autoregression topic

List vector-autoregression repositories

mofc-demand-forecast

40
Stars
11
Forks
Watchers

Time Series Forecasting for the M5 Competition

mvgam

92
Stars
11
Forks
Watchers

{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for time series analysis and forecasting

spatiotemporal_datasets

50
Stars
5
Forks
Watchers

Spatiotemporal datasets collected for network science, deep learning and general machine learning research.

RUL-Prediction

25
Stars
9
Forks
Watchers

Remaining useful life estimation of NASA turbofan jet engines using data driven approaches which include regression models, LSTM neural networks and hybrid model which is combination of VAR with LSTM

bvartools

29
Stars
11
Forks
Watchers

Functions for Bayesian inference of vector autoregressive and vector error correction models

physalia-forecasting-course

32
Stars
9
Forks
Watchers

Ecological forecasting using Dynamic Generalized Additive Models with R 📦's {mvgam} and {brms}

bsvars

33
Stars
5
Forks
Watchers

Bayesian Estimation of Structural Vector Autoregressive Models