State-space models and Kalman filtering for time series analysis
Project description
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
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