Free Trial
- Version 0.4.0
- Sold by i4cast LLC
Long-Memory Dynamic Factor Model (LMDFM) to analyze and forecast large number of time-series influenced by evolutions of unobserved factors.
About i4cast LLC
i4cast LLC is a provider of services and development in predictive analytics. Team members have many years of experience in capital markets, quantitative analysis, and risk management. For product support, please email us at prod.i4cast@gmail.com.
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Free Trial
- Version 0.1.0
- Sold by i4cast LLC
Variational Bayesian filtering Factor Analysis (VBfFA) to estimate time-varying statistical factors of large set of multiple time-series
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- Version 0.2.0
- Sold by i4cast LLC
Long-Memory Vector Autoregression (LMVAR) to analyze and forecast multiple time-series influenced by common factors and hidden components.
Free Trial
- Version 0.1.0
- Sold by i4cast LLC
Dynamic Factor Variance-Covariance Model (DFVCM) makes multi-step forecasts of large variance-covariance matrix with dynamic factor model.
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- Version 0.3.0
- Sold by i4cast LLC
Yule-Walker-PCA Autoregressive Model (YWpcAR) to analyze and forecast many time-series individually with evolution of hidden components.
Free Trial
- Version 0.1.0
- Sold by i4cast LLC
Continuously Trained Vector Autoregressive Forecast (CTVARF) for multiple time-series influenced by common factors and hidden components.
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