Statsmodels: statistical modeling and econometrics in Python
- python
- statistics
- econometrics
- data-analysis
47,133 repositories indexed
1–10 of 10 · Most stars
Statsmodels: statistical modeling and econometrics in Python
A unified framework for machine learning with time series
A python library for user-friendly forecasting and anomaly detection on time series.
Lightning ⚡️ fast forecasting with statistical and econometric models.
Algorithms for outlier, adversarial and drift detection
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Anomaly Detection and Correlation library
Tidy anomaly detection
Metric anomaly detection
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.