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Distributional Forecasting Python Packages

Python packages with the GitHub topic distributional-forecasting. Sorted by relevance, with stars and monthly downloads.
simon-hirsch
ondil

A package for online distributional learning.

638 36 7
simon-hirsch
rolch

A package for online distributional learning.

408 36 7
AccursedGalaxy
wbtc

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.

142 1 0
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