├── src/ # Source code │ ├── data_utils.py # Data generation and loading utilities │ ├── models.py # Time series forecasting models │ ├── visualization.py # Visualization utilities │ ├── main.py # ...
Custom implementation of BVAR model (Bayesian vector autoregression) using PyMC library. The implemented model was tested on macroeconomic data for forecasting inflation (CPI index) data. Several ...