arfima

There are 8 repositories under arfima topic.

JuliaDynamics/ARFIMA.jl
Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
Language:Julia51 5 52
AlbertoAlmuinha/garchmodels
The Tidymodels Extension for GARCH models
Language:R33 2 109
akononovicius/arfima
Python implementation of ARFIMA process with an aim to simulate series.
Language:Python20 3 04
hongwai1920/Using-ARIMA-model-to-forecast-returns
Implement ARIMA and ARFIMA to forecast returns
Language:Jupyter Notebook14 2 01
everval/LongMemory.jl
Julia package to generate, estimate, and forecast long memory processes
Language:Julia8 0 41
gaurav71531/UUknowns
fractional dynamical model estimation with unknown unknowns
Language:Jupyter Notebook2 2 03
AWrzos/Engineering_Thesis
In this repository I will share my Engineering Thesis about application of ARFIMA models in forecasting raw materials prices in R.
Language:HTML1 1 00
MaxPayne5100/CryptoAnalyzer
LNU Diploma
Language:Jupyter Notebook13