Tyler Blume

ThymeBoost. Forecasting with Gradient Boosted Time Series Decomposition

MFLES. Jupyter Notebook

LazyProphet. Time Series Forecasting with LightGBM

ConformalImpact. Causal Impact but with MFLES and conformal prediction intervals

BetaBoost. A small wrapper to do Beta Boosting with XgBoost

Seance. Wrapper around MLForecast for more plug and play forecasting

TSUtilities. Various utilities for time series forecasting

VN2-Top-Submissions. The top submissions for the VN2 competition

TimeMurmur. Time Series Forecasting at Scale with LightGBM

LazyProphet_old. Time Series decomposition and forecasting via gradient boosted binary regressions and harmonics

ProphetLite. Like Prophet but in numba all fit with LASSO

ThymeBoost_old. Modified Gradient Boosted Trees for the use of Time Series prediction and decomposition

SkyLasso. Python

TSDetective. Detecting if a foundation model was trained on a given series

Functime-Benchmark. Jupyter Notebook

SOARegression. Sample Optimized Adaptive Regression

AutoSmoothers. Python

ForecaStable. Python

MASE. Jupyter Notebook

hq_trivia_dataset.

RegressionModelSelection. Python

BayesOptimizedGBT. Python

regression_data_simulation. Python

portfolio. Jupyter Notebook