Материалы по курсам Эконометрика, Эконометрика-2, Анализ временных рядов, Анализ панельных данных в МГИМО МИД России

Work on Bayesian growth mixture models including hidden Markov chains and softmax regressions for representing latent class memberships.

An R package for clustering longitudinal datasets in a standardized way, providing interfaces to various R packages for longitudinal clustering, and facilitating the rapid implementation and evaluation of new methods

Time based splits for cross validation

Time series methods for transit ridership forecasting.

This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model.

An R implimentation of Square root Kalman Filter using only QR decompositions.

Repositori ini berisi dua project analisis data menggunakan metodologi CRISP-DM. Project pertama meneliti tren penjualan Walmart dengan Supervised analysis menggunakan algoritma Naive Bayes Gaussian dan K-Nearest Neighbors. Project kedua mengeksplorasi faktor sosio-ekonomi antar negara dengan Unsupervised analysis.

Official implementation of "Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting" (https://arxiv.org/abs/2405.06419)

A unified framework for machine learning with time series

A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.

A toolkit for machine learning from time series

System Identification toolbox, compatible with ControlSystems.jl

Almost and AutoML around xgb, catboost and lightgbm

NBAViz showcases and predicts NBA stats using graphical visuals.

Ecological forecasting using Dynamic Generalized Additive Models with R 📦's {mvgam} and {brms}

Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation

Exercises on Machine Learning

Data Science Portfolio

R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R