ahead - Time Series Forecasting with uncertainty quantification

Univariate and multivariate time series forecasting with uncertainty quantification.

Last updated 4 days ago

forecastingmachine-learningpredictive-modelingstatistical-learningtime-seriestime-series-forecastinguncertainty-quantificationcpp

4.77 score 21 stars 51 scripts

esgtoolkit - Toolkit for Monte Carlo Simulations

A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.

Last updated 14 days ago

diffusion-modeldiffusion-modelsmonte-carlo-methodsmonte-carlo-simulationmontecarlo-simulationscenario-analysisscenario-creatorscenario-generationsimulationstochastic-differential-equationsstochastic-processesstochastic-simulationcpp

3.92 score 10 stars 28 scripts

learningmachine - Machine Learning with Explanations and Uncertainty Quantification

Regression-based Machine Learning with explanations and uncertainty quantification.

Last updated 3 months ago

conformal-predictionmachine-learningmachine-learning-algorithmsmachinelearningstatistical-learninguncertainty-quantificationcpp

5.62 score 5 stars 21 scripts

bcn - Boosted Configuration Networks

Boosted Configuration (neural) Networks for supervised learning.

Last updated 5 months ago

machine-learningneural-networksstatistical-learningcpp

4.00 score 5 stars 4 scripts

crossvalidation - Generic cross-validation functions

Generic functions for cross-validation of Statistical/Machine Learning models

Last updated 6 months ago

3.64 score 2 stars 11 scripts

simulatetimeseries - Simulate complex synthetic time series for benchmarks

Simulate complex synthetic time series for benchmarks.

Last updated 11 months ago

3.48 score 4 scripts

misc - Miscellaneous Useful R Functions

Miscellaneous Useful R Functions.

Last updated 4 months ago

3.38 score 1 dependents 40 scripts

nnetsauce - Randomized and Quasi-Randomized networks for Statistical/Machine Learning

Randomized and Quasi-Randomized networks for Statistical/Machine Learning

Last updated 6 months ago

deep-learningmachine-learningneural-networksrandomized-algorithmsstatistical-learning

2.78 score 2 stars 6 scripts

bayesianrvfl - Bayesian Quasi-Randomized nnetworks

Bayesian Quasi-Randomized nnetworks.

Last updated 6 months ago

cpp

2.54 score 1 scripts

forecastingapi - Tools for interacting with Techtonique API

High level R functions for interacting with Techtonique forecasting API.

Last updated 4 months ago

2.00 score 1 stars 2 scripts