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phase-space-reconstruction

Here are 4 public repositories matching this topic...

FilippoMB / Time-series-classification-and-clustering-with-Reservoir-Computing

Library for implementing reservoir computing models (echo state networks) for multivariate time series classification and clustering.

machine-learning-algorithms echo-state-networks reservoir-computing time-series-clustering time-series-classification time-series-forecasting probabilistic-forecasting missing-data-imputation phase-space-reconstruction

Updated Jan 10, 2025
Python

TheQuantScientist / PSR-NODE

[PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price Forecasting".

information-systems stock-price-forecasting neural-ode phase-space-reconstruction

Updated Sep 5, 2024
Jupyter Notebook

frizchar / phase-space-reconstruction-of-financial-time-series

applies low-pass filtering on historical data of stocks and then plots its phase space

dynamical-systems financial-data time-series-analysis non-linear-dynamics yfinance phase-space-reconstruction

Updated Sep 10, 2024
Python

grgn96 / MDistEn

Algorithm for the computation of Multichannel Distribution Entropy (MDistEn).

nonlinear-dynamics complexity-algorithm phase-space-reconstruction

Updated Apr 19, 2024
MATLAB

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