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Published 20 hours ago • verified publisher icon rlabbe

Question: what is the recommended way to introduce seasonality to Kalman filter?

Open aprimadi opened this issue 3 years ago • 0 comments

Can an Unscented Kalman Filter encode seasonality in the data? If so, what is the recommended way of doing it? Are there any references out there for introducing seasonality on Kalman Filter?

aprimadi avatar Sep 17 '22 08:09 aprimadi