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LAMPSPUC/StateSpaceModels.jl

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Owner
LAMPSPUC (organization)
Stars
Stars: 294
Forks
Forks: 30
Language
Julia
License
MIT
Created
2018
Topics
state-space-modelstime-serieskalman-filterjulia-languagestatisticsforecastingeconometricssarimatime-series-analysisunobserved-components
Tier
Alpha (250 to 699 ★) What this tier means
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