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Fast randomized block Krylov method for the singular value decomposition
Digital signal analysis library for python. The library includes such methods of the signal analysis, signal processing and signal parameter estimation as ARMA-based techniques; subspace-based techniques; matrix-pencil-based methods; singular-spectrum analysis (SSA); dynamic-mode decomposition (DMD); empirical mode decomposition; variational mode decomposition (EMD); empirical wavelet transform (EWT); Hilbert vibration decomposition (HVD) and many others.
Codes to run some Dynamic Mode Decompositions (DMD) algorithms on multiple time-series data with some prebuilt choices of observables and example simulation models in python modules. The one step and N step options refer only to the predictions using the dynamics matrix rather than its estimation itself. Used research at University of California Santa Barbara (UCSB).
Empirical Fourier decomposition: An accurate signal decomposition method for nonlinear and non-stationary time series analysis
exercise for nndl
Implements classes for feature engineering including one for Singular Spectrum Analysis (SSA) decomposition, SSA prediction or an heuristic function of an input dataset that may be used as training signal.
Codes for IE5600
A framework for single/multi-objective optimization with metaheuristics
Evolutionary multi-objective optimization platform
All Algorithms implemented in Python
Python
Unofficial Implementation of RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series (AAAI 2019)
Data and Notebook for the Stock Price Prediction Tutorial
This repository contains examples of time series data.
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