state_estimator

Kalman Filter State Estimation Provides python classes for general, linear Kalman filters.
Applies to financial asset estimation and tracking.

Name		Name	Last commit message	Last commit date
Latest commit History 50 Commits
__pycache__		__pycache__
.gitignore		.gitignore
GE-2000-Aug-1_to_2015-September-04.csv		GE-2000-Aug-1_to_2015-September-04.csv
README.md		README.md
btc_daily.json		btc_daily.json
btc_daily_eur.json		btc_daily_eur.json
covariance.py		covariance.py
currency_daily_BTC_USD.csv		currency_daily_BTC_USD.csv
currency_daily_DOT_USD.csv		currency_daily_DOT_USD.csv
currency_daily_ETH_USD.csv		currency_daily_ETH_USD.csv
daily_AMZN_stockmeas.csv		daily_AMZN_stockmeas.csv
daily_adjusted_AMZN.csv		daily_adjusted_AMZN.csv
daily_adjusted_GE.csv		daily_adjusted_GE.csv
daily_adjusted_IBM.csv		daily_adjusted_IBM.csv
daily_adjusted_MSFT.csv		daily_adjusted_MSFT.csv
dyn_simple_moving_avg_demo.py		dyn_simple_moving_avg_demo.py
eur2usd.json		eur2usd.json
hier1.py		hier1.py
hier2.py		hier2.py
hier3_crypto.py		hier3_crypto.py
init1.py		init1.py
init2.py		init2.py
init2_crypto.py		init2_crypto.py
init3.py		init3.py
kalman_filter.py		kalman_filter.py
kalman_utils.py		kalman_utils.py
kalplots.py		kalplots.py
kstm.py		kstm.py
lsq.py		lsq.py
meas.txt		meas.txt
measurement.py		measurement.py
merge_test.py		merge_test.py
movavgs.py		movavgs.py
pd_ts.py		pd_ts.py
process_noise.py		process_noise.py
ratio_amzn_ge.csv		ratio_amzn_ge.csv
ratio_amzn_ge.ods		ratio_amzn_ge.ods
shape_test.py		shape_test.py
state_vector.py		state_vector.py
stockmeas.py		stockmeas.py
usd2eur.json		usd2eur.json

cognotrend/state_estimator