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Forecast the US demand for electricity
Estimation and analysis of fixed effects vector autoregressive models
Bayesian mixed-frequency VAR
R codes and input files of Master in Economics Thesis.
Sparse regression of mixed-frequency VectorAutoregressions
Calculate historic VaR, 5 year window, of 3 stocks (2 banks 1 tech company)
Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegressive Approach", Energy Economics.
TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"
Repo for fitting Bayesian VAR models with shrinkage on coefficient estimates
Vector wavelet coherence for multiple time series
villager is an extensible agent based modeling (ABM) framework for the R language. It supports agents, agent aggregations and their associated resources, as well as flexible data management.
:exclamation: This is a read-only mirror of the CRAN R package repository. WaveletSVR — Wavelet-SVR Hybrid Model for Time Series Forecasting
R package for longitudinal quantile regression in distributed big data based on multi-block ADMM
:alarm_clock: This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among others, aside from computing the wavelet variance and cross-covariance (classic and robust), the package provides inference tools (e.g. confidence intervals) and plotting tools allowing to perform some
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.