finmod

Results 46 issues of finmod

@Datseris I am following your progress with DelayEmbedding and all. Can I suggest that you also bring Broomhead and King and Multivariate Singular Spectral Analysis into the Embedding methods as...

enhancement
help wanted

Following the recent exchange https://github.com/JuliaDiffEq/DiffEqParamEstim.jl/issues/60#issuecomment-356646400, I have uploaded here https://github.com/finmod/DiffEqParamEstim.jl/blob/master/test/lorenz%20true%20test.ipynb my experience of estimating from data the parameters of the Lorenz system with a range of optimizers including BBO and...

Any instructions on how to install svae? A similar to autograd and simple install like pip install svae or pip install https://github.com/mattjj/svae/archive/master.zip would be appreciated. Thanks

Can you check that Pkg.test() pass after all the updates in Julia, Optim and ForwardDiff? julia> Pkg.test("DynamicDiscreteModels") INFO: Testing DynamicDiscreteModels WARNING: deprecated syntax "abstract Optimizer" at C:\Users\Denis\.julia\v0.6\Optim\src\types.jl:2. Use "abstract type...

On this subject of parameter estimation, it is fundamental to write out the synthetic dataset to file and then read it in. This allows for homogeneous IO standard across the...

Does your SingularSpectrumAnalysis also cover Multivariate/multichannel SSA as in https://arxiv.org/pdf/1309.5050 ? I see that you follow DifferentialEquations.jl and other items in nonlinear dynamics. You may be interested to see JuliaDynamics...

I saw your video about OpenModelica.jl, now OM.jl, and the conversion to MTK using OMBackend.jl. When I look at OMBackend here, I no longer see any mention of MTK. I...

Be aware of this bug : https://github.com/JuliaLang/julia/issues/54550. The manifest should be updated to the current version of OrdinaryDiffEq and ModelingToolkit.

Please add to the Sophon model zoo this example of Spatiotemporal Mean Field Games from here: https://www.mdpi.com/2227-7390/12/6/803 and repository https://github.com/LovelyBuggies/MFG-PINO

@bradcarman Just discovered ModelingToolkitDesigner, long promised by ChrisRackauckas. Can you you give a look at this previous effort https://github.com/ai4energy/Ai4EComponentLib.jl/blob/main/docs/src/tutorials/EconomyGCDModel_A1.md to convert a diagram of a constrained dynamic economic model into...