Tools to enable flexible and efficient hierarchical nowcasting of epidemiological time-series using a semi-mechanistic Bayesian model with support for a range of reporting and generative processes.

MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.

Repository to the R package nowcaster, nowcasting with INLA

Course on nowcasting and forecasting of infectious disease dynamcis

R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.

Bayesian Nowcasting with application to COVID-19 fatalities in Sweden

R scripts for the COVID-19 Hospitalization Nowcast Hub

Evaluating Semi-Parametric Nowcasts of COVID-19 Hospital Admissions in Germany

Micro-simulación de las rentas individuales a partir de los datos de la EU-SILC (ECV) y la LFS (EPA)

R companion to the book Applied Economic Forecasting using Time Series Methods by Eric Ghysels und Massimiliano Marcellino

This repository contains the code and documentation for the winning submission in the Energy Nowcasting Challenge – Gas, organized by Eurostat.

Extension of the U.S. Weekly Economic Index (WEI)

Create dynamic factor models in R with the dfms package