Multivariate Python Packages

pymcr

pyMCR: Multivariate Curve Resolution for Python

tsflex

Flexible time series feature extraction & processing

geom-median

Fast and differentiable geometric median, a multivariate median analogue. Install with `pip install geom-median`

torchvinecopulib

A Python library for fitting and sampling vine copulas using PyTorch.

pycop

Python library for multivariate dependence modeling with Copulas

copulax

JAX-based copula modelling

colormap-complex

Complex / 2d colormap / Domain coloring for matplotlib etc.

sequentia

Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.

convst

Implementation of the Random Dilated Shapelet Transform algorithm along with interpretability tools. ReadTheDocs documentation is not up to date with the current version for now.

polymat

A Python library designed for the representation and manipulation of multivariate polynomial matrices.

multivar-horner

python package implementing a multivariate Horner scheme for efficiently evaluating multivariate polynomials

deep-xf

DEEPXF - An open-source, low-code explainable forecasting and nowcasting library with state-of-the-art deep neural networks and Dynamic Factor Model. Now available with additional addons like Denoising TS signals with ensembling of filters, TS signal similarity test with Siamese Neural Networks

akde

Multivariate Adaptive Kernel Density Estimation using Gaussian Mixture Model

metran

Multivariate timeseries analysis using dynamic factor modelling.

hyperts

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.

localreg

Multivariate Local Polynomial Regression and Radial Basis Function Regression

leitmotif

Discovering Leitmotifs in Multidimensional Time Series

dtai-locomotif

LoCoMotif is a time series motif discovery method that discovers variable-length motif sets in multivariate time series using time warping

multitfa

Multivariate thermodynamics-based metabolic flux analysis in Python.

mv-laplace

Multivariate Laplace distribution sampler and utilities

sklarpy

Copula, Multivariate and Univariate probability distribution fitting in Python.

insurance-multivariate-conformal

Joint multi-output conformal prediction intervals for insurance pricing models

multinorm

Multivariate Normal Distributions from Python