Non-homogenous Hidden Markov Models
MIT License
Julia Package with SARIMA model implementation using JuMP.
Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.
Super long name to do binary data HMM (possibly non homogeneous) with extra dependence on past ob...
Distributed MCMC Inference in Dirichlet Process Mixture Models (High Performance Machine Learning...
A collection of functions based around Markov chains.
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
A Julia package to generate multisite weather sequences
Linear Regression for Julia
A simple but generic implementation of Expectation Maximization algorithms to fit mixture models.
An acausal modeling framework for automatically parallelized scientific machine learning (SciML) ...
MarSwitching.jl: Julia package for Markov switching dynamic models
A package for Hidden Markov Models with exogenous control variables.
A Julia package that implements a category of reaction (transportation) network-type dynamical sy...
A unified interface for simulating and evaluating sequential sampling models in Julia.
A Julia package for robust regressions using M-estimators and quantile regressions