8000 Exogenous input by fedtf · Pull Request #75 · pykalman/pykalman · GitHub
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Exogenous input #75

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Exogenous input #75

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fedtf
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@fedtf fedtf commented May 27, 2018

This addresses #71 and is related to #48. I added support for exogenous inputs in all the methods for the standard (linear) case.

@LorenzoBottaccioli
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Hi can you explain better the usage for exgenous inputs? Is it possible to use it in the Unscented kalman filter? Can you provide an example?

@fkiraly
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fkiraly commented Jun 13, 2024

@fedtf, this would be useful to include in pykalman. The active pykalman fork is now maintained in sktime, would you like to add this there?
sktime.libs.pykalman

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