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Forecasting with the Kalman Filter

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PyData Chicago 2016

Github: https://github.com/mikemull/Notebooks/blob/master/Kalman-Slides-PyDataChicago2016.ipynb

The Kalman filter is a popular tool in control theory and time-series analysis, but it can be a little hard to grasp. This talk will serve as in introduction to the concept, using an example of forecasting an economic indicator with tools from the statsmodels library.

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