vector-autoregressive
There are 9 repositories under vector-autoregressive topic.
open-risk/scenarioGenerator
A python library for generating macro-economic scenarios
YannickKae/Multivariate-Forecasting-VAR-vs.-LSTM
VAR vs. LSTM: Multivariate Forecasting of Factor Returns
Sujeeth-Shetty/deep-learning
Deep Learning Specialization. Master Deep Learning, and Break into AI
Anne-FleurH/Budget-Reallocation
Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.
Jsos17/A_Vector_Autoregressive_Model
Building a vector autoregressive model with R. My coursework for the course Time Series Analysis II (offered by University of Helsinki's Master's Programme in Mathematics and Statistics), spring 2020.
justinjjlee/julia-FactorAugmentedVectorAR.jl
Implementation of Factor-augmented Vector Autoregressive process (FAVAR(p)).
mazba-ahamad/Lag-Length-Estimation-under-Market-Mix-Modeling-Framework-and-Time-Series-Forecasting
Estimation of the Lag Length of the Advertising Adstock or Carryover Effect under the Market Mix Modeling (MMM) framework.
sohdas/var-data-generation
Generate time-series data using VAR model parameters (AI@UW engr-stocks group)
ToshihiroIguchi/ezvar
Future prediction with easy VAR model.