A python multi-variate time series prediction library working with sklearn
A Julia package for generating timeseries surrogates
Nonlinear time series analysis in R
List of books on time series analysis, with links to code where available
R Time series packages not included in CRAN Task View: Time Series Analysis
Time series analysis algorithms in Fortran translated from R packages
Through Permutation Entropy, we can delve into complex economic systems and unveil their hidden dynamics. PE captures the ordinal relationships between individual values in a time series, revealing a probability distribution of these patterns. This, in turn, allows us to quantify the degree of complexity inherent in the system's behavior.
An environment for constructing smooth transition regression and autoregressive models (LSTR, ESTR, TVSTR, MSTR, LSTAR, ESTAR, TVSTAR, MSTAR).
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