iAR package
===========
Description
===========
Data sets, functions and scripts with examples to implement
autoregressive models for irregularly observed time series. The models
available in this package are the irregular autoregressive model
[(Eyheramendy et al.(2018))](#1), the complex irregular autoregressive model
[(Elorrieta et al.(2019))](#2) and the bivariate irregular autoregressive model [(Elorrieta et al.(2021))](#3).
Contents
========
- Irregular Autoregressive (IAR) Model [[1]](#1)
- Complex Irregular Autoregressive (CIAR) Model [[2]](#2)
- Bivariate Irregular Autoregressive (BIAR) Model [[3]](#3)
Instalation
=====================
Dependencies:
```
numpy
pandas
scipy
matplotlib
sklearn
statsmodels
```
Install from PyPI using:
```
pip install iar
```
or clone this github and do:
```
python setup.py install --user
```
Examples
======================
- IAR Model demo [here](https://github.com/felipeelorrieta/iAR/blob/master/examples/IAR_demo.ipynb)
- CIAR Model demo [here](https://github.com/felipeelorrieta/iAR/blob/master/examples/CIAR_demo.ipynb)
- BIAR Model demo [here](https://github.com/felipeelorrieta/iAR/blob/master/examples/BIAR_demo.ipynb)
Authors
======================
- Felipe Elorrieta (felipe.elorrieta@usach.cl) (Millennium Institute of Astrophysics and Universidad de Santiago de Chile)
- Cesar Ojeda (Universidad del Valle - Colombia)
- Susana Eyheramendy (Millennium Institute of Astrophysics and Universidad Adolfo Ibañez)
- Wilfredo Palma (Millennium Institute of Astrophysics)
Acknowledgments
======================
The authors acknowledge support from the ANID – Millennium Science Initiative Program – ICN12_009 awarded to the Millennium Institute of Astrophysics MAS (www.astrofisicamas.cl)
References
======================
<a id="1">[1]</a> Eyheramendy S, Elorrieta F, Palma W (2018). “An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves.” Monthly Notices of the Royal Astronomical Society, 481(4), 4311–4322. ISSN 0035-8711, doi: 10.1093/mnras/sty2487, https://academic.oup.com/mnras/article-pdf/481/4/4311/25906473/sty2487.pdf.
<a id="2">[2]</a> Elorrieta, F, Eyheramendy, S, Palma, W (2019). “Discrete-time autoregressive model for unequally spaced time-series observations.” A\& A, 627, A120. doi: 10.1051/00046361/201935560, https://doi.org/10.1051/0004-6361/201935560.
<a id="3">[3]</a> Elorrieta, F, Eyheramendy, S, Palma, W, Ojeda, C (2021).A novel bivariate autoregressive model for predicting and forecasting irregularly observed time series, Monthly Notices of the Royal Astronomical Society, 505 (1),1105–1116,https://doi.org/10.1093/mnras/stab1216
<a id="4">[4]</a> Jordán A, Espinoza N, Rabus M, Eyheramendy S, Sing DK, Désert J, Bakos GÁ, Fortney JJ, LópezMorales M, Maxted PFL, Triaud AHMJ, Szentgyorgyi A (2013). “A Ground-based Optical Transmission Spectrum of WASP-6b.” The Astrophysical Journal, 778, 184. doi: 10.1088/0004637X/
778/2/184, 1310.6048, https://doi.org/10.1088/0004-637X/778/2/184.
<a id="5">[5]</a> Lira P, Arévalo P, Uttley P, McHardy IMM, Videla L (2015). “Long-term monitoring of the archetype Seyfert galaxy MCG-6-30-15: X-ray, optical and near-IR variability of the corona, disc and torus.” Monthly Notices of the Royal Astronomical Society, 454(1), 368–379. ISSN 0035-8711, doi: 10.1093/mnras/stv1945, https://doi.org/10.1093/mnras/stv1945.
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"description": "iAR package\n===========\n\nDescription\n===========\n\nData sets, functions and scripts with examples to implement\nautoregressive models for irregularly observed time series. The models\navailable in this package are the irregular autoregressive model\n[(Eyheramendy et al.(2018))](#1), the complex irregular autoregressive model\n[(Elorrieta et al.(2019))](#2) and the bivariate irregular autoregressive model [(Elorrieta et al.(2021))](#3).\n\nContents\n========\n\n- Irregular Autoregressive (IAR) Model [[1]](#1)\n- Complex Irregular Autoregressive (CIAR) Model [[2]](#2)\n- Bivariate Irregular Autoregressive (BIAR) Model [[3]](#3)\n\nInstalation\n=====================\n\nDependencies:\n\n```\nnumpy\npandas\nscipy\nmatplotlib\nsklearn\nstatsmodels\n```\n\nInstall from PyPI using:\n\n```\npip install iar\n```\n\nor clone this github and do:\n\n```\npython setup.py install --user\n```\n\nExamples\n======================\n\n- IAR Model demo [here](https://github.com/felipeelorrieta/iAR/blob/master/examples/IAR_demo.ipynb)\n- CIAR Model demo [here](https://github.com/felipeelorrieta/iAR/blob/master/examples/CIAR_demo.ipynb)\n- BIAR Model demo [here](https://github.com/felipeelorrieta/iAR/blob/master/examples/BIAR_demo.ipynb)\n\nAuthors\n======================\n\n- Felipe Elorrieta (felipe.elorrieta@usach.cl) (Millennium Institute of Astrophysics and Universidad de Santiago de Chile)\n- Cesar Ojeda (Universidad del Valle - Colombia)\n- Susana Eyheramendy (Millennium Institute of Astrophysics and Universidad Adolfo Iba\u00f1ez)\n- Wilfredo Palma (Millennium Institute of Astrophysics)\n\nAcknowledgments\n======================\n\nThe authors acknowledge support from the ANID \u2013 Millennium Science Initiative Program \u2013 ICN12_009 awarded to the Millennium Institute of Astrophysics MAS (www.astrofisicamas.cl) \n\nReferences\n======================\n\n<a id=\"1\">[1]</a> Eyheramendy S, Elorrieta F, Palma W (2018). \u201cAn irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves.\u201d Monthly Notices of the Royal Astronomical Society, 481(4), 4311\u20134322. ISSN 0035-8711, doi: 10.1093/mnras/sty2487, https://academic.oup.com/mnras/article-pdf/481/4/4311/25906473/sty2487.pdf.\n\n<a id=\"2\">[2]</a> Elorrieta, F, Eyheramendy, S, Palma, W (2019). \u201cDiscrete-time autoregressive model for unequally spaced time-series observations.\u201d A\\& A, 627, A120. doi: 10.1051/00046361/201935560, https://doi.org/10.1051/0004-6361/201935560.\n\n<a id=\"3\">[3]</a> Elorrieta, F, Eyheramendy, S, Palma, W, Ojeda, C (2021).A novel bivariate autoregressive model for predicting and forecasting irregularly observed time series, Monthly Notices of the Royal Astronomical Society, 505 (1),1105\u20131116,https://doi.org/10.1093/mnras/stab1216\n\n<a id=\"4\">[4]</a> Jord\u00e1n A, Espinoza N, Rabus M, Eyheramendy S, Sing DK, D\u00e9sert J, Bakos G\u00c1, Fortney JJ, L\u00f3pezMorales M, Maxted PFL, Triaud AHMJ, Szentgyorgyi A (2013). \u201cA Ground-based Optical Transmission Spectrum of WASP-6b.\u201d The Astrophysical Journal, 778, 184. doi: 10.1088/0004637X/\n778/2/184, 1310.6048, https://doi.org/10.1088/0004-637X/778/2/184.\n\n<a id=\"5\">[5]</a> Lira P, Ar\u00e9valo P, Uttley P, McHardy IMM, Videla L (2015). \u201cLong-term monitoring of the archetype Seyfert galaxy MCG-6-30-15: X-ray, optical and near-IR variability of the corona, disc and torus.\u201d Monthly Notices of the Royal Astronomical Society, 454(1), 368\u2013379. ISSN 0035-8711, doi: 10.1093/mnras/stv1945, https://doi.org/10.1093/mnras/stv1945.",
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