Skip to main content
This is a pre-production deployment of Warehouse. Changes made here affect the production instance of PyPI (
Help us improve Python packaging - Donate today!

A Python package for analysis of time series using linear Gaussian state space models.

Project Description

Authors: Strickland C. M, Burdett R. L., Mengerson K. L, Denham R. J.

PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models (SSM).

PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries Numpy and Scipy and other high level features of the Python language.

PySSM default is also used as a platform for interfacing between optimised and parallelised FORTRAN routines. These FORTRAN routines heavily utilise Basic Linear Algebra (BLAS) and Linear Algebra Package (LAPACK) functions for maximum performance.

PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.

You can access the code from the git repository and submit bugs/requests viat the issue tracker.

Release History

This version
History Node


Download Files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

File Name & Hash SHA256 Hash Help Version File Type Upload Date
(99.0 kB) Copy SHA256 Hash SHA256
Source May 19, 2015

Supported By

WebFaction WebFaction Technical Writing Elastic Elastic Search Pingdom Pingdom Monitoring Dyn Dyn DNS Sentry Sentry Error Logging CloudAMQP CloudAMQP RabbitMQ Heroku Heroku PaaS Kabu Creative Kabu Creative UX & Design Fastly Fastly CDN DigiCert DigiCert EV Certificate Rackspace Rackspace Cloud Servers DreamHost DreamHost Log Hosting