semvec/pypi-packages huggingface dataset:
iAROnline 0.0.3
Online estimation methods for the irregularly observed autoregressive (iAR) model
License: MIT
Keywords: irregulary observed time series,autoregressive,online estimation methods

Data sets, functions and scripts with examples to implement online estimation methods for the irregularly observed autoregressive (iAR) model (Eyheramendy et al.(2018) <doi:10.1093/mnras/sty2487>). The online learning algorithms implemented are: gradient descent (IAR_OGD), Newton-step (IAR-ONS) and Kalman filter recursions (IAR-OBR).