Functions for Bayesian inference of vector autoregressive and vector error correction models
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Updated
Jan 14, 2024 - R
Functions for Bayesian inference of vector autoregressive and vector error correction models
Time Series Forecasting for the M5 Competition
Remaining useful life estimation of NASA turbofan jet engines using data driven approaches which include regression models, LSTM neural networks and hybrid model which is combination of VAR with LSTM
Ecological forecasting using Dynamic Generalized Additive Models with R 📦's {mvgam} and {brms}
Regularized estimation of high-dimensional FAVAR models
Spatiotemporal datasets collected for network science, deep learning and general machine learning research.
Bayesian Estimation of Structural Vector Autoregressive Models
Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024) for network estimation and forecasting of high-dimensional time series
Sentiment analysis of Reddit comments to predict bitcoin price movement
Unemployment Rate forecasting tool built for BMWi during the Data Science for Social Good Fellowship https://dssgxuk.github.io/bmwi/
Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting
Beer national sales forecasting
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
Cambridge UK temperature forecast python notebooks
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Forecasting exchange rates by using commodities prices
Personal repository for hobby and work projects
Exploration of environmental variables and death over time
Respiratory Health Recommendation System based on Air Quality Index Forecasts
Building a vector autoregressive model with R. My coursework for the course Time Series Analysis II (offered by University of Helsinki's Master's Programme in Mathematics and Statistics), spring 2020.
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