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Topic: "probabilistic-forecasting"

Nixtla/neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

Language: Python - Size: 139 MB - Last synced at: 6 days ago - Pushed at: 9 days ago - Stars: 3,496 - Forks: 403

skforecast/skforecast

Time series forecasting with machine learning models

Language: Jupyter Notebook - Size: 539 MB - Last synced at: 7 days ago - Pushed at: 14 days ago - Stars: 1,306 - Forks: 155

FilippoMB/Time-series-classification-and-clustering-with-Reservoir-Computing

Library for implementing reservoir computing models (echo state networks) for multivariate time series classification, clustering, forecasting, and much more!

Language: Python - Size: 15.2 MB - Last synced at: 28 days ago - Pushed at: 2 months ago - Stars: 376 - Forks: 85

StatMixedML/LightGBMLSS

An extension of LightGBM to probabilistic modelling

Language: Python - Size: 32 MB - Last synced at: 6 days ago - Pushed at: 11 months ago - Stars: 308 - Forks: 32

PYFTS/pyFTS

An open source library for Fuzzy Time Series in Python

Language: Python - Size: 63.2 MB - Last synced at: 4 days ago - Pushed at: 10 months ago - Stars: 270 - Forks: 56

Rose-STL-Lab/dyffusion

[NeurIPS 2023] A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting

Language: Python - Size: 521 KB - Last synced at: about 1 month ago - Pushed at: 7 months ago - Stars: 195 - Forks: 22

FilippoMB/Ensemble-Conformalized-Quantile-Regression

Valid and adaptive prediction intervals for probabilistic time series forecasting.

Language: Jupyter Notebook - Size: 1.96 MB - Last synced at: 4 days ago - Pushed at: 2 months ago - Stars: 93 - Forks: 10

aybchan/uber-time-series

Bayesian time series prediction

Language: Jupyter Notebook - Size: 18.3 MB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 64 - Forks: 13

honglinwen/Conditional-normalizing-flow-for-wind-power-forecasting

Code for paper "Continuous and Distribution-free Probabilistic Wind Power Forecasting: A Conditional Normalizing Flow Approach" https://arxiv.org/abs/2206.02433

Language: Jupyter Notebook - Size: 786 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 20 - Forks: 3

pratham16cse/AggForecaster

Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022

Language: Python - Size: 89.4 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 18 - Forks: 4

Blood-Glucose-Control/nocturnal-hypo-gly-prob-forecast

Predicting the probability of nocturnal hypoglycemic events with probabilistic forecasting.

Language: Jupyter Notebook - Size: 196 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 10 - Forks: 0

petroniocandido/PhdThesis

Scalable Models of Probabilistic Forecasting with Fuzzy Time Series, PhD Thesis

Language: Jupyter Notebook - Size: 14.6 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 5

eloMG/Probabilistic-load-forecasting-with-Reservoir-Computing

Probabilistic load forecasting with Reservoir Computing

Language: Jupyter Notebook - Size: 111 MB - Last synced at: 4 months ago - Pushed at: over 1 year ago - Stars: 8 - Forks: 3

OmarBouhamed/T-DPnet

T-DPnet-Transformer-based-deep-Probabilistic-network-for-load-forecasting

Language: Jupyter Notebook - Size: 227 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 1

luca-pernigo/kernel_quantile_regression

Kernel quantile regression

Language: Jupyter Notebook - Size: 343 MB - Last synced at: 15 days ago - Pushed at: 9 months ago - Stars: 4 - Forks: 1

cemoze/probabilistic-wind-power-forecasting

Probabilistic Wind Power Forecasting with R

Language: R - Size: 1.65 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 0

danigiro/ctprob

Cross-temporal probabilistic forecast reconciliation repository

Language: TeX - Size: 13.7 MB - Last synced at: about 2 months ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

hiyamgh/Forecasting-Demand-Primary-Health-Care

Predicting Demand in Primary Health Care Centers in Lebanon: Insight from Syrian Refugees Crisis

Language: Jupyter Notebook - Size: 60.1 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 2

ngwelch/bayesFlow

Codes in this repository generate probabilistic forecasts of international migration flows between the 200 most populous countries.

Language: R - Size: 63.5 MB - Last synced at: almost 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0

hatalis/Quantile_Detector

Qauntile autoregressive neural network for time series anamoly detection.

Language: Python - Size: 467 KB - Last synced at: 2 months ago - Pushed at: over 6 years ago - Stars: 2 - Forks: 2

igormanojlovic/culearn

culearn: Cumulant Learning in Python

Language: Python - Size: 40 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

giobbu/predico-collab-forecast-research

Offshore wind power forecasting and wind ramp detection through a data analytics marketplace

Language: Jupyter Notebook - Size: 34.2 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0

Kai-Ref/DeepAR_InfluenzaForecast

DeepAR implementation for seasonal influenza cases in German districts

Language: Jupyter Notebook - Size: 207 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

ray-chew/probabilistic_forecasting_examples

Reproduced the examples and results from the textbook "Probabilistic Forecasting and Bayesian Data Assimilation" in Python

Language: Jupyter Notebook - Size: 9.4 MB - Last synced at: 3 months ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 1

PYFTS/PWFTS Fork of petroniocandido/PWFTS

Probabilistic Forecasting With Fuzzy Time Series

Size: 5.93 MB - Last synced at: over 1 year ago - Pushed at: about 7 years ago - Stars: 1 - Forks: 0

The-Milad-A/energy-load-forecasting

Bayesian and statistical modeling of regional energy load using public ISO data. Explores seasonal patterns, cross-sectional hierarchies, and probabilistic forecasting across hourly and daily resolution.

Size: 0 Bytes - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0

vpozdnyakov/deeptcn

Implementation of the DeepTCN probabilistic forecasting model based on Pytorch Lightning

Language: Python - Size: 5.95 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

Related Topics
time-series 9 forecasting 7 deep-learning 6 machine-learning 6 python 5 time-series-forecasting 5 data-science 3 quantile-regression 3 pytorch 3 fuzzy-time-series 3 wind-power-forecasting 3 econometrics 2 prediction-intervals 2 deepar 2 neural-network 2 lightgbm 2 interval-forecasting 2 r 2 reservoir-computing 2 uncertainty-quantification 2 xgboost 1 scikit-learn 1 baselines 1 baselines-zoo 1 sarimax 1 quantile-forecasting 1 multiple-time-series-forecasting 1 linearly-constrained-multiple-time-series 1 multi-step-forecasting 1 multi-series-forecasting 1 lstm-neural-networks 1 exogenous-predictors 1 direct-forecasting 1 backtesting-forecasters 1 autoregressive-forecasting 1 arima 1 wind-ramp-detection 1 diffusion 1 diffusion-models 1 shapley-values 1 ensemble-forecasts 1 data-market 1 neurips 1 collaborative-forecasting 1 spatiotemporal-forecasting 1 pytorch-lightning 1 neurips-2023 1 timeseries 1 forecasting-models 1 fts 1 fuzzy-rules 1 fuzzy-sets 1 fuzzy-sets-syst 1 fuzzy-systems 1 interval 1 series 1 series-models 1 time-series-analysis 1 echo-state-networks 1 machine-learning-algorithms 1 missing-data-imputation 1 phase-space-reconstruction 1 time-series-classification 1 time-series-clustering 1 deep-neural-networks 1 esrnn 1 hierarchical-forecasting 1 hint 1 nbeats 1 nbeatsx 1 nhits 1 robust-regression 1 tft 1 transformer 1 conformal-prediction 1 ensemble-machine-learning 1 frequentist-statistics 1 frequentistic-confidence-intervals 1 random-forest 1 recurrent-neural-networks 1 time-series-prediction 1 forecast-reconciliation 1 cross-temporal 1 kernel-methods 1 energy-forecasting 1 confidence-intervals 1 surveillance 1 ray-tune 1 jupyter-notebook 1 influenza 1 hhh4 1 gluonts 1 epidemiology 1 epidemiological-predictions 1 epidemic-modelling 1 transformer-models 1 transformer-architecture 1 long-range-forecasting 1 fuzzy 1 conditional-normalizing-flows 1