10 skills found
SciFracX / FractionalDiffEq.jlSolve Fractional Differential Equations using high performance numerical methods
ritchieng / Fractional Differencing GpuRapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.
everval / LongMemory.jlJulia package to generate, estimate, and forecast long memory processes
SimonOuellette35 / FractionalDiffExperiments with fractional differencing
Mattiatore / Fractional DifferencingVectorized implementation of fractional differencing
luisdamiano / LeastFracDiffMinimal tools for approximating the least fractional difference order that transforms a time series into a stationary one, as suggested by de Prado (2018).
ulf1 / Numpy FracdiffFractional differentiation as numpy function
Ostirion-net / FractioTools for fractional differentiation of time series with pandas dataframes.
nchen9191 / Eulers Equation SpectralMatlab code to solve 3D Euler's Equation (Fluid Dynamics) using spectral methods (Fourier series for x and z directions, and Chebyshev Polynomials in y direction). Fractional step finite difference time-stepping scheme.
franciscofonseca96 / ThesisThis is the code repository for a finite difference algorithm to solve fractional partial differential equations