Forecasting & Econometrics. Personal workspace, not affiliated with my employer. I volunteer for TAFS, where most of my open-source work lives.
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taf-society/caretForecast
taf-society/caretForecast PublicConformal Time Series Forecasting Using State of Art Machine Learning Algorithms
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UniDist.jl
UniDist.jl PublicA Julia package for univariate probability distributions with vectorized parameter support.
Julia 1
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taf-society/chronofeat
taf-society/chronofeat PublicTime-based feature engineering for forecasting in R. Formula-based interface for lags, moving averages, rolling statistics, and calendar features. Model-agnostic with recursive multi-step predicti…
R 2
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