wavecast is a proprietary multi-time series analysis library.
features
The library provides an expanding set of analysis algorithms for multiple time series that can be used to:
- Forecast
- Detect changepoints
- Detect point and collective anomalies
- Detect early warning signals of critical transitions
- Find recurring patterns (motifs)
- Discover changes in recurring patterns over time (chains)
- Find serial dependencies
- Conduct spectral analysis
- Infer causal relations between multiple time series
use cases
- asset allocation
- global macro analysis
- corporate forecasting
- anomaly detection