Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah

Python for Finance module for Imperial MSc in Mathematics and Finance

Animation engine for explanatory math videos

Topic clustering library built on Transformer embeddings and cosine similarity metrics.Compatible with all BERT base transformers from huggingface.

Multivariate Time Series Transformer, public version

Implemented the research paper ‘A Unified Entropy-Based Distance Metric for Ordinal-and-Nominal-Attribute Data Clustering’ by Zhang et al. and built a python package for finding a common distance m…

A non-official pytorch implementation of the DTC model for time series classification.

Time-series Classification & Clustering For A Class of Stochastic Processes

Various distance and similarity measures in python