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Timeline for Use Kalman filter to predict

Current License: CC BY-SA 3.0

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Nov 14, 2015 at 15:20 vote accept Yincheng Liu
Sep 27, 2015 at 14:25 comment added Chris Degnen For example: Select[TimeSeriesForecast[Normal[tsm], data, {30}, Method -> "Kalman"]["Path"], Last[#] <= 13 &]
Sep 27, 2015 at 13:04 comment added Yincheng Liu Thanks! May I also know how I can get the position of a certain value through the prediction?
Sep 26, 2015 at 3:06 history edited Chris Degnen CC BY-SA 3.0
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Sep 25, 2015 at 16:06 history answered Chris Degnen CC BY-SA 3.0