bayesloop
Model selection tool
A framework for fitting time series models with changing parameters and selecting the best model using Bayesian inference
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
156 stars
13 watching
27 forks
Language: Python
last commit: over 2 years agoLinked from 1 awesome list
anomaly-detectionbayesian-inferencemodel-selectionprobabilistic-programmingtime-series-analysis
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