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Initial GeoBot Forecasting Framework commit
484e3bc
"""
Time-series modeling and state-space models for GeoBotv1
"""
from .kalman_filter import KalmanFilter, ExtendedKalmanFilter
from .hmm import HiddenMarkovModel
from .regime_switching import RegimeSwitchingModel
from .var_models import (
VARModel,
SVARModel,
DynamicFactorModel,
GrangerCausality,
VARResults,
IRFResult
)
from .point_processes import (
UnivariateHawkesProcess,
MultivariateHawkesProcess,
ConflictContagionModel,
HawkesParameters,
HawkesFitResult,
estimate_branching_ratio,
detect_explosive_regime
)
__all__ = [
"KalmanFilter",
"ExtendedKalmanFilter",
"HiddenMarkovModel",
"RegimeSwitchingModel",
"VARModel",
"SVARModel",
"DynamicFactorModel",
"GrangerCausality",
"VARResults",
"IRFResult",
"UnivariateHawkesProcess",
"MultivariateHawkesProcess",
"ConflictContagionModel",
"HawkesParameters",
"HawkesFitResult",
"estimate_branching_ratio",
"detect_explosive_regime",
]