PyFlux: time-series for Python¶
PyFlux is an open source time series library for the Python programming language. PyFlux allows for easy application of a vast array of time series methods and inference capabilities. Visit the website at http://www.pyflux.com for detailed examples and model explanations, or the GitHub page at http://www.github.com/RJT1990/pyflux. This documentation (for now) simply contains information on the model classes and methods.
Models¶
- ARIMA models
- ARIMAX models
- DAR models
- Beta-t-EGARCH models
- Beta-t-EGARCH in-mean models
- Beta-t-EGARCH-in-mean regression models
- Beta-t-EGARCH Long Memory models
- GARCH models
- Skew-t EGARCH models
- Skew-t EGARCH in-mean models
- GAS models
- GAS Regression models
- GASX models
- GP-NARX models
- Gaussian State Space models
- Non-Gaussian State Space models
- VAR models