Multivariate Python Packages

pymcr

pyMCR: Multivariate Curve Resolution for Python

tsflex

Flexible time series feature extraction & processing

geom-median

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

torchvinecopulib

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

copulax

JAX-based copula modelling

colormap-complex

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

pycop

Copula for multivariate dependence modeling

convst

The Random Dilation Shapelet Transform algorithm and associated works

sequentia

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

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.

akde

Multivariate Adaptive Kernel Density Estimation using Gaussian Mixture Model

multivar-horner

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

hyperts

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

metran

Multivariate timeseries analysis using dynamic factor modelling.

dtai-locomotif

LoCoMotif is a time series motif discovery method that discovers variable-length motif sets in multivariate time series using time warping

polymat

A library to represent and manipulate multivariate polynomials

localreg

Multivariate Local Polynomial Regression and Radial Basis Function Regression

leitmotif

Discovering Leitmotifs in Multidimensional Time Series

multitfa

Multivariate thermodynamics-based metabolic flux analysis in Python.

mv-laplace

Sampler-focused multivariate Laplace implementation for simulation workflows.

sklarpy

Copula fitting in Python.

insurance-multivariate-conformal

Joint prediction regions for multi-output insurance — LWC/GWC/Bonferroni, zero-claim masking, Solvency II SCR

multinorm

Multivariate Normal Distributions from Python