Showing 200 of total 396 results (show query)

zhaokg

Rbeast:Bayesian Change-Point Detection and Time Series Decomposition

Interpretation of time series data is affected by model choices. Different models can give different or even contradicting estimates of patterns, trends, and mechanisms for the same data--a limitation alleviated by the Bayesian estimator of abrupt change,seasonality, and trend (BEAST) of this package. BEAST seeks to improve time series decomposition by forgoing the "single-best-model" concept and embracing all competing models into the inference via a Bayesian model averaging scheme. It is a flexible tool to uncover abrupt changes (i.e., change-points), cyclic variations (e.g., seasonality), and nonlinear trends in time-series observations. BEAST not just tells when changes occur but also quantifies how likely the detected changes are true. It detects not just piecewise linear trends but also arbitrary nonlinear trends. BEAST is applicable to real-valued time series data of all kinds, be it for remote sensing, economics, climate sciences, ecology, and hydrology. Example applications include its use to identify regime shifts in ecological data, map forest disturbance and land degradation from satellite imagery, detect market trends in economic data, pinpoint anomaly and extreme events in climate data, and unravel system dynamics in biological data. Details on BEAST are reported in Zhao et al. (2019) <doi:10.1016/j.rse.2019.04.034>.

Maintained by Kaiguang Zhao. Last updated 6 months ago.

anomoly-detectionbayesian-time-seriesbreakpoint-detectionchangepoint-detectioninterrupted-time-seriesseasonality-analysisstructural-breakpointtechnical-analysistime-seriestime-series-decompositiontrendtrend-analysis

13.3 match 302 stars 7.63 score 89 scripts

mrc-ide

malariasimulation:An individual based model for malaria

Specifies the latest and greatest malaria model.

Maintained by Giovanni Charles. Last updated 28 days ago.

cpp

11.5 match 16 stars 8.17 score 146 scripts

eco-hydro

phenofit:Extract Remote Sensing Vegetation Phenology

The merits of 'TIMESAT' and 'phenopix' are adopted. Besides, a simple and growing season dividing method and a practical snow elimination method based on Whittaker were proposed. 7 curve fitting methods and 4 phenology extraction methods were provided. Parameters boundary are considered for every curve fitting methods according to their ecological meaning. And 'optimx' is used to select best optimization method for different curve fitting methods. Reference: Kong, D., (2020). R package: A state-of-the-art Vegetation Phenology extraction package, phenofit version 0.3.1, <doi:10.5281/zenodo.5150204>; Kong, D., Zhang, Y., Wang, D., Chen, J., & Gu, X. (2020). Photoperiod Explains the Asynchronization Between Vegetation Carbon Phenology and Vegetation Greenness Phenology. Journal of Geophysical Research: Biogeosciences, 125(8), e2020JG005636. <doi:10.1029/2020JG005636>; Kong, D., Zhang, Y., Gu, X., & Wang, D. (2019). A robust method for reconstructing global MODIS EVI time series on the Google Earth Engine. ISPRS Journal of Photogrammetry and Remote Sensing, 155, 13–24; Zhang, Q., Kong, D., Shi, P., Singh, V.P., Sun, P., 2018. Vegetation phenology on the Qinghai-Tibetan Plateau and its response to climate change (1982–2013). Agric. For. Meteorol. 248, 408–417. <doi:10.1016/j.agrformet.2017.10.026>.

Maintained by Dongdong Kong. Last updated 1 months ago.

phenologyremote-sensingopenblascppopenmp

11.5 match 78 stars 7.71 score 332 scripts

lucasvenez

precintcon:Precipitation Intensity, Concentration and Anomaly Analysis

It contains functions to analyze the precipitation intensity, concentration and anomaly.

Maintained by Lucas Venezian Povoa. Last updated 9 years ago.

13.1 match 10 stars 4.28 score 38 scripts

rtsay1

MTS:All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

Multivariate Time Series (MTS) is a general package for analyzing multivariate linear time series and estimating multivariate volatility models. It also handles factor models, constrained factor models, asymptotic principal component analysis commonly used in finance and econometrics, and principal volatility component analysis. (a) For the multivariate linear time series analysis, the package performs model specification, estimation, model checking, and prediction for many widely used models, including vector AR models, vector MA models, vector ARMA models, seasonal vector ARMA models, VAR models with exogenous variables, multivariate regression models with time series errors, augmented VAR models, and Error-correction VAR models for co-integrated time series. For model specification, the package performs structural specification to overcome the difficulties of identifiability of VARMA models. The methods used for structural specification include Kronecker indices and Scalar Component Models. (b) For multivariate volatility modeling, the MTS package handles several commonly used models, including multivariate exponentially weighted moving-average volatility, Cholesky decomposition volatility models, dynamic conditional correlation (DCC) models, copula-based volatility models, and low-dimensional BEKK models. The package also considers multiple tests for conditional heteroscedasticity, including rank-based statistics. (c) Finally, the MTS package also performs forecasting using diffusion index , transfer function analysis, Bayesian estimation of VAR models, and multivariate time series analysis with missing values.Users can also use the package to simulate VARMA models, to compute impulse response functions of a fitted VARMA model, and to calculate theoretical cross-covariance matrices of a given VARMA model.

Maintained by Ruey S. Tsay. Last updated 3 years ago.

cpp

7.8 match 6 stars 6.52 score 272 scripts 6 dependents

climateanalytics

foreSIGHT:Systems Insights from Generation of Hydroclimatic Timeseries

A tool to create hydroclimate scenarios, stress test systems and visualize system performance in scenario-neutral climate change impact assessments. Scenario-neutral approaches 'stress-test' the performance of a modelled system by applying a wide range of plausible hydroclimate conditions (see Brown & Wilby (2012) <doi:10.1029/2012EO410001> and Prudhomme et al. (2010) <doi:10.1016/j.jhydrol.2010.06.043>). These approaches allow the identification of hydroclimatic variables that affect the vulnerability of a system to hydroclimate variation and change. This tool enables the generation of perturbed time series using a range of approaches including simple scaling of observed time series (e.g. Culley et al. (2016) <doi:10.1002/2015WR018253>) and stochastic simulation of perturbed time series via an inverse approach (see Guo et al. (2018) <doi:10.1016/j.jhydrol.2016.03.025>). It incorporates 'Richardson-type' weather generator model configurations documented in Richardson (1981) <doi:10.1029/WR017i001p00182>, Richardson and Wright (1984), as well as latent variable type model configurations documented in Bennett et al. (2018) <doi:10.1016/j.jhydrol.2016.12.043>, Rasmussen (2013) <doi:10.1002/wrcr.20164>, Bennett et al. (2019) <doi:10.5194/hess-23-4783-2019> to generate hydroclimate variables on a daily basis (e.g. precipitation, temperature, potential evapotranspiration) and allows a variety of different hydroclimate variable properties, herein called attributes, to be perturbed. Options are included for the easy integration of existing system models both internally in R and externally for seamless 'stress-testing'. A suite of visualization options for the results of a scenario-neutral analysis (e.g. plotting performance spaces and overlaying climate projection information) are also included. Version 1.0 of this package is described in Bennett et al. (2021) <doi:10.1016/j.envsoft.2021.104999>. As further developments in scenario-neutral approaches occur the tool will be updated to incorporate these advances.

Maintained by David McInerney. Last updated 1 years ago.

cpp

9.7 match 1 stars 3.60 score 20 scripts

steve-the-bayesian

bsts:Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Maintained by Steven L. Scott. Last updated 1 years ago.

cpp

3.9 match 33 stars 6.54 score 338 scripts 3 dependents

nflverse

nflreadr:Download 'nflverse' Data

A minimal package for downloading data from 'GitHub' repositories of the 'nflverse' project.

Maintained by Tan Ho. Last updated 4 months ago.

nflnflfastrnflversesports-data

2.0 match 66 stars 12.46 score 476 scripts 10 dependents

sbgraves237

Ecdat:Data Sets for Econometrics

Data sets for econometrics, including political science.

Maintained by Spencer Graves. Last updated 4 months ago.

3.4 match 2 stars 7.25 score 740 scripts 3 dependents

cshs-hydrology

CSHShydRology:Canadian Hydrological Analyses

A collection of user submitted functions to aid in the analysis of hydrological data.

Maintained by Kevin Shook. Last updated 3 years ago.

3.9 match 4 stars 5.26 score 23 scripts

mpiktas

midasr:Mixed Data Sampling Regression

Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.

Maintained by Vaidotas Zemlys-Balevičius. Last updated 3 years ago.

3.3 match 77 stars 5.76 score 150 scripts

mikejohnson51

nwmTools:nwmTools

Tools for working with operational and historic National Water Model Output.

Maintained by Mike Johnson. Last updated 3 months ago.

conusnoaanwmstreamflow

6.1 match 19 stars 3.06 score 12 scripts