pyflux | Open source time series library for Python | Time Series Database library
kandi X-RAY | pyflux Summary
kandi X-RAY | pyflux Summary
PyFlux is an open source time series library for Python. The library has a good array of modern time series models, as well as a flexible array of inference options (frequentist and Bayesian) that can be applied to these models. By combining breadth of models with breadth of inference, PyFlux allows for a probabilistic approach to time series modelling. See some examples and documentation below. PyFlux is still only alpha software; this means you use it at your own risk, that test coverage is still in need of expansion, and also that some modules are still in need of being optimized. Note From Author : I am currently working on other projects as of now, so have paused updates for this library for the immediate future. If you'd like to help move the library forward by contributing, then do get in touch! I am planning to review at end of year and update the library as required (new version requirements, etc).
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Top functions reviewed by kandi - BETA
- Plot the predict
- Compute the SS matrix
- Evaluate the covariance model
- Returns the z - values of the latent variables
- Plot the predicted latent variables
- Returns the model scale and shape
- Returns the latent variables
- Plot the predicted values
- Gets model scale and skewness
- Plot the predicted posterior distribution
- Get model scale and shape
- Plots the predict function
- Summarize the PSE
- Runs the optimizer
- Plot the Gaussian model
- Summarize the model
- Plot the predict function
- Plot fit
- Plot the fit
- Plots the predictive prediction
- Plot the predictive model
- Plots the predicted predictive prediction
- Plot the predictive prediction
- Plot the model
- Run the optimizer
- Simulate the predicted mean
- Predict the value of the model
pyflux Key Features
pyflux Examples and Code Snippets
Community Discussions
Trending Discussions on pyflux
QUESTION
I am trying to estimate an ARIMAX model with p=96 and q=96 as only non-zero coefficients (meaning all lag orders <96 have coefficient zero). The doc of statsmodels.tsa.arima.model.ARIMA¶ states that a list can be supplied for the lag orders p and q. I first tried this using the code below.
...ANSWER
Answered 2021-May-30 at 17:26It looks like you are using the old model. You need to do either:
QUESTION
When I try installing PyFlux for Python 3.7, I get errors. When pip install pyflux
, I get a long error message stating "ERROR: Command errored out with exit status 1:...". When using conda install pyflux
, I get another error:
Collecting package metadata (repodata.json): done Solving environment: failed with initial frozen solve. Retrying with flexible solve.
PackagesNotFoundError: The following packages are not available from current channels:
- pyflux
Current channels:
- https://repo.anaconda.com/pkgs/main/win-64
- https://repo.anaconda.com/pkgs/main/noarch
- https://repo.anaconda.com/pkgs/r/win-64
- https://repo.anaconda.com/pkgs/r/noarch
- https://repo.anaconda.com/pkgs/msys2/win-64
- https://repo.anaconda.com/pkgs/msys2/noarch
To search for alternate channels that may provide the conda package you're looking for, navigate to
...
ANSWER
Answered 2020-Mar-10 at 12:39Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install pyflux
You can use pyflux like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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