fractional-differentiation-time-series

As described in Advances of Machine Learning by Marcos Prado.

MIT License

Stars
120
View Code on GitHub View on X
Ecosystems: Python

Statistics for this project are still being loaded, please check back later.

Related Projects
FastFD

A library for building finite difference simulations

07 Mar 2021 31
num-dual

Generalized (hyper-) dual numbers in rust

24 Aug 2020 46
finitediffX

Finite difference tools in JAX

01 Mar 2023 8
fractional_differencing_gpu

Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss whil...

14 Aug 2019 55
diffrax

Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs....

25 Jul 2021 1,390
financial-engineering

Applications of Monte Carlo methods to financial engineering projects, in Python.

26 Oct 2017 370
Finite-Difference

Python library for setting up finite difference problems

30 Apr 2023 3
pyPortfolioAnalysis

'Portfolio Analysis, methods for portfolio optimization'

08 Jan 2021 22
python-wlsqm

Weighted least squares meshless interpolator and differentiator.

24 Feb 2017 14
PhiFlow

A differentiable PDE solving framework for machine learning

04 Dec 2019 1,170
nlib

The book "Annotated Algorithms in Python" and the nlib.py library

06 May 2013 1,328
torchlpc

Fast, efficient, and differentiable time-varying LPC filtering in PyTorch.

08 Jul 2023 33
sklearn-fracdiff

sklearn wrapper for numpy-fracdiff

16 May 2020 2
DifferentialEquations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machin...

11 May 2016 2,853
findiff

Python package for numerical derivatives and partial differential equations in any number of dime...

17 Mar 2018 428