multivariate-timeseries topic

List multivariate-timeseries repositories

Time-Series-Works-Conferences

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Time-Series Work Summary in CS Top Conferences (NIPS, ICML, ICLR, KDD, AAAI, WWW, IJCAI, CIKM, ICDM, ICDE, etc.)

time-series-autoencoder

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PyTorch Dual-Attention LSTM-Autoencoder For Multivariate Time Series

bitcoin_volatility_forecasting

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GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

mtss-gan

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MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)

3w_dataset

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The first realistic and public dataset with rare undesirable real events in oil wells.

tspiral

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A python package for time series forecasting with scikit-learn estimators.

sequentia

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Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.

LFZip

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Error bounded lossy compression of time series using prediction-quantization approach

mvgam

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