multivariate-timeseries topic
Time-Series-Works-Conferences
Time-Series Work Summary in CS Top Conferences (NIPS, ICML, ICLR, KDD, AAAI, WWW, IJCAI, CIKM, ICDM, ICDE, etc.)
time-series-autoencoder
PyTorch Dual-Attention LSTM-Autoencoder For Multivariate Time Series
bitcoin_volatility_forecasting
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
MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
3w_dataset
The first realistic and public dataset with rare undesirable real events in oil wells.
tspiral
A python package for time series forecasting with scikit-learn estimators.
sequentia
Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.
LFZip
Error bounded lossy compression of time series using prediction-quantization approach
multivariate-attention-tcn
mvgam
{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for time series analysis and forecasting