TY-Cheng/UniBM

Extreme Value Analysis (EVA) in Python

Fast, dependence-aware resampling and uncertainty for time series and ragged panels.

Module for statistical learning, with a particular emphasis on time-dependent modelling

ARCH models in Python

A Python package for survival analysis. The most flexible survival analysis package available. SurPyval can work with arbitrary combinations of observed, censored, and truncated data. SurPyval can also fit distributions with 'offsets' with ease, for example the three parameter Weibull distribution.

A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python

Statsmodels: statistical modeling and econometrics in Python

Automatic extraction of relevant features from time series: