zaggy

Least Absolute Deviation trend filtering for time-series modeling

Dependencies

cvxopt

numpy (temporarily, I think)

Name		Name	Last commit message	Last commit date
Latest commit History 24 Commits
.gitignore		.gitignore
README.md		README.md
date_scaling.py		date_scaling.py
l1.py		l1.py
make_example_plots.py		make_example_plots.py
matrix_utils.py		matrix_utils.py
mocks.py		mocks.py
random_time_series.py		random_time_series.py
run_on_random_ts.py		run_on_random_ts.py
seasonality.py		seasonality.py
test_date_scaling.py		test_date_scaling.py
test_matrix_utils.py		test_matrix_utils.py
test_random_time_series.py		test_random_time_series.py
test_seasonality.py		test_seasonality.py
test_zaggy.py		test_zaggy.py
test_zaggy_model.py		test_zaggy_model.py
zaggy.py		zaggy.py
zaggy_model.py		zaggy_model.py

dave31415/zaggy