Time Series Forecasting and Imputation
Work under progress and based on this work: Time Series Analysis via Matrix Estimation (https://arxiv.org/pdf/1802.09064.pdf).
This work has the following dependencies:
numpy pandas scipy sklearn pymf (included within the project)
Supported for Python 3+.
This library also has an implementation for Robust Synthetic Control as detailed in https://arxiv.org/abs/1711.06940