Multivariate Python Packages

pymcr

pyMCR: Multivariate Curve Resolution for Python

torchvinecopulib

A Python library for fitting and sampling vine copulas using PyTorch.

tsflex

Flexible time series feature extraction & processing

geom-median

Fast and differentiable geometric median, a multivariate median analogue. Install with `pip install geom-median`

colormap-complex

Complex / 2d multivariate bivariate colormap / Domain coloring for Matplotlib, Plotly etc. (pure-numpy)

copulax

Copula, multivariate and univariate distribution fitting using JAX in python.

pycop

Python library for multivariate dependence modeling with Copulas

convst

The Random Dilation Shapelet Transform algorithm and associated works

multivar-horner

python package implementing a multivariate Horner scheme for efficiently evaluating multivariate polynomials

sequentia

Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.

factominer

FactoMineR-compatible multivariate exploratory data analysis in pure Python: PCA, CA, MCA, FAMD, MFA/HMFA/DMFA, GPA, HCPC, CaGalt, regression (LinearModel/AovSum/RegBest), textual, predict/reconst/estim_ncp, dimdesc/catdes/condes — numerically parity-verified against R FactoMineR 2.14.

hyperts

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.

akde

Multivariate Adaptive Kernel Density Estimation Using Gaussian Mixture Model

polymat

A Python library designed for the representation and manipulation of multivariate polynomial matrices.

localreg

Local Polynomial Regression

deep-xf

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

leitmotif

Discovering Leitmotifs in Multidimensional Time Series

metran

Python package to perform timeseries analysis of multiple hydrological time series using a dynamic factor model.

sklarpy

Copula, Multivariate and Univariate probability distribution fitting in Python.

mv-laplace

Multivariate Laplace distribution sampler and utilities

multitfa

Multivariate thermodynamics-based metabolic flux analysis in Python.

dtai-locomotif

Discovering variable-length motif sets in multivariate time series using time warping

insurance-multivariate-conformal

Joint multi-output conformal prediction intervals for insurance pricing models

multinorm

Multivariate Normal Distributions for Humans