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GitHub / faizan90 / phsann
Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/faizan90%2Fphsann
Stars: 1
Forks: 0
Open Issues: 0
License: None
Language: Python
Repo Size: 607 KB
Dependencies: pending
Created: over 4 years ago
Updated: over 1 year ago
Last pushed: over 1 year ago
Last synced: over 1 year ago
Topics: copula-asymmetries, copula-entropy, copulas, higher-order-dependence, simulated-annealing, time-series