A Python package for state-space models. Basic usage in the example notebooks.
Documentation can be found here.
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Dynamic Generalised Linear Models
- Normal DLM
- Poisson DLM
- Binomial DLM
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iterator
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Model composition
- Locally constant
- Locally linear
- Cyclic Fourier
- ARMA(p)
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Multivariate
- Composite DGLMs
- Multivariate Gaussian
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Filters
- Kalman filter