https://github.com/pastas/metran

Multivariate timeseries analysis using dynamic factor modelling.
https://github.com/pastas/metran

analysis groundwater hydrology multivariate pastas python timeseries

Last synced: 25 days ago
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Multivariate timeseries analysis using dynamic factor modelling.

• Host: GitHub
• URL: https://github.com/pastas/metran
• Owner: pastas
• License: mit
• Created: 2021-03-09T09:57:48.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2024-02-20T15:23:13.000Z (10 months ago)
• Last Synced: 2024-09-21T08:39:41.076Z (3 months ago)
• Topics: analysis, groundwater, hydrology, multivariate, pastas, python, timeseries
• Language: Python
• Homepage: https://metran.readthedocs.io
• Size: 14.9 MB
• Stars: 21
• Watchers: 9
• Forks: 5
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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# Metran

Metran is a package for performing multivariate timeseries analysis using a

technique called dynamic factor modelling. It can be used to describe the

variation among many variables in terms of a few underlying but unobserved

variables called factors.

## Documentation

The documention can be found on [metran.readthedocs.io](https://metran.readthedocs.io/)

### Examples

For a brief introduction of the theory behind Metran on multivariate timeseries analysis with

dynamic factor modeling see the notebook:

- [The Dynamic Factor Model](https://github.com/pastas/metran/blob/main/examples/dynamic_factor_model.ipynb)

A practical real-world example, as published in Stromingen (Van Geer, 2015), is given in the following notebook:

- [Metran practical example](https://github.com/pastas/metran/blob/main/examples/metran_practical_example.ipynb)

A notebook on how to use [Pastas](https://github.com/pastas/pastas) models output with Metran:

- [Pastas Metran example](https://github.com/pastas/metran/blob/main/examples/pastas_metran_example.ipynb)

## Installation

To install Metran, a working version of Python 3.8 or higher has to be installed on your computer.

We recommend using the [Anaconda distribution](https://www.anaconda.com/) as it includes most

of the python package dependencies and the Jupyter Notebook software to run the

notebooks. However, you are free to install any Python distribution you want.

To install `metran`, type the following command

`pip install metran`

To install in development mode, clone the repository and type the following from the module root directory:

`pip install -e .`

### Dependencies

Metran has the following dependencies which are automatically installed if

not already available: `numpy`, `scipy`, `pandas`, `matplotlib`, `numba` and `pastas`

## References

- Berendrecht, W.L. (2004). [State space modeling of groundwater fluctuations](https://repository.tudelft.nl/islandora/object/uuid:f12775fc-a804-4d4a-8872-664e5a61cbf5/datastream/OBJ). Doctoral Thesis, Delft University of Technology.

- Berendrecht, W.L., F.C. van Geer (2016). [A dynamic factor modeling framework for analyzing multiple groundwater head series simultaneously](http://dx.doi.org/10.1016/j.jhydrol.2016.02.028). Journal of Hydrology, 536, pp. 50-60.

- Van Geer, F.C. en W.L. Berendrecht (2015) [Meervoudige tijdreeksmodellen en de samenhang in stijghoogtereeksen](https://edepot.wur.nl/378871). Stromingen 23 nummer 3, pp. 25-36.