Open microprediction opened 3 years ago
from georgios Paraskevas....
You can also add: https://pypi.org/project/pyemd/ for empirical mode decomposition. Quite useful for time series decomposition
TICC https://github.com/davidhallac/TICC for clustering of multivariate time series and Greedy Gaussian Segmentation https://github.com/cvxgrp/GGS
https://github.com/facebookresearch/Kats
See https://github.com/microprediction/timemachines/issues/40
from georgios Paraskevas....
You can also add: https://pypi.org/project/pyemd/ for empirical mode decomposition. Quite useful for time series decomposition
TICC https://github.com/davidhallac/TICC for clustering of multivariate time series and Greedy Gaussian Segmentation https://github.com/cvxgrp/GGS