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kalmanbox

State-space models and Kalman filtering for time series analysis.

Installation

pip install -e ".[dev]"

Quick Start

from kalmanbox import LocalLevel
from kalmanbox.datasets import load_dataset

nile = load_dataset('nile')
model = LocalLevel(nile['volume'])
results = model.fit()
print(results.summary())

License

MIT

Metadata

Release files for kalmanbox 0.1.0

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