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Last active February 17, 2023 19:54
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simdkalman example: Kaggle Web Traffic Time Series Forecasting
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@StevenGAO95
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Hi, I am just doing something about a time series prediction. I just wonder how Kalman filter figure out the pattern of the data. I mean, my data forms a typical kind of wave every week, so how can I make prediction of whole next week, and get maybe similar wave pattern? Thank you!

@microprediction
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Do you have an estimation example?

@oseiskar
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oseiskar commented Jan 2, 2021

Do you have an estimation example?

Could you elaborate what you mean by "estimation example"? More examples are available here https://github.com/oseiskar/simdkalman/tree/master/examples.

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