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nilsnevertree / kalman-reconstruction-partially-observed-systems

Data-driven Reconstruction of Partially Observed Dynamical Systems using Kalman Algorithms in an itterative way
GNU General Public License v3.0
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Model time dependency #22

Closed nilsnevertree closed 1 year ago

nilsnevertree commented 1 year ago

It provides kalman algorithms which deal with time dependent models. They can be found in kalman_time_dependent.py This pull-request solves #8 .

Further enhancements need to be implemented. This will be done in a new branch.

kalman_time_dependent.KalmanSEM_time_dependent()

uses local linear regress to compute time dependent model matrices.

nilsnevertree commented 1 year ago

Needed to rebase branch onto main to include all changes up for pre-commit config