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Estimation of Smoothed Wavelet Spectra/Coherence in Continuous time from Multivariate Point-Processes
We use the Euclidean projection onto the simplex to study dependence between extremes.
Bayesian time series forecasting and decision analysis
Granger Causality library in python
Model validation using Quantile Spectral Analysis and Parametric Bootstrap techniques
R code to replicate the figures in arXiv:1510.06946.
Quantile-based Spectral Analysis of Time Series
Code to implement transfer entropy (Shannon and Renyi)
Fully Bayesian spline regression
R Code to accompany "An Approach to Efficient Fitting of Univariate and Multivariate Stochastic Volatility Models"
Structural Break Detection in Financial Durations
TDA for Financial Time Series: Persistent Homology and Landscapes
Extends the 'copula' package with families and models from 'VineCopula'.
D-vine quantile regression
R code associated with preprint proposing flat persistence diagram for better visualization of persistent homology.
Tutorial with scripts on how to run wavelet coherence
Zivot-Andrews structiral-break unit-root test
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.