This repository is part of my undergraduate thesis. It collects multi-language implementations of Time-Varying Parameter Vector Autoregression (TVP-VAR) models and their variants across MATLAB, R, ...
Ce dépôt fait partie de mon mémoire de licence. Il rassemble des implémentations multilingues des modèles d'autorégression vectorielle à paramètres variants dans le temps (TVP-VAR) et leurs variantes, ...
2.6 Experimental implementation details The model is implemented based on the Python 3.7 and TensorFlow 2.3.1 framework. NVIDIA GeForce RTX 2080Ti is used for model training. 2.7 Baseline models In ...
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