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vector-autoregressive

Here are 8 public repositories matching this topic...

open-risk / scenarioGenerator

A python library for generating macro-economic scenarios

macroeconomics vector-autoregressive scenario-generator

Updated Sep 28, 2026
Python

sujeethshetty / deep-learning

Deep Learning Specialization. Master Deep Learning, and Break into AI

python machine-learning deep-learning time-series tensorflow lstm facial-recognition hyperparameter-optimization artificial-neural-networks convolutional-neural-networks backpropagation multi-task-learning hyperparameter vector-autoregressive inductive-transfer

Updated Sep 2, 2020
Jupyter Notebook

marti5ini / ci-over-time

A Practical Approach to Causal Inference over Time

time-series dynamical-systems causality vector-autoregressive

Updated Feb 23, 2025
Python

justinjjlee / julia-FactorAugmentedVectorAR.jl

Implementation of Factor-augmented Vector Autoregressive process (FAVAR(p)).

time-series julia factorization factor-analysis time-series-analysis vector-autoregressive favar

Updated May 5, 2020
Julia

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.

budget-management vector-autoregressive irf granger-causality-analysis

Updated May 21, 2023

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.

var mmm marketing-analytics decay-rate lag-length vector-autoregressive market-analysis advertising-adstock carryover-effect market-mixmodeling

Updated Dec 21, 2022

ToshihiroIguchi / ezvar

Future prediction with easy VAR model.

var vector-autoregressive

Updated Apr 16, 2018
R

sohdas / var-data-generation

Generate time-series data using VAR model parameters (AI@UW engr-stocks group)

time-series time-series-prediction vector-autoregressive var-model

Updated Feb 17, 2020
Jupyter Notebook

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