Re: [Scikit-learn-general] Interest in State Space Models

2012-05-14 Thread Skipper Seabold
On Mon, May 14, 2012 at 4:55 PM, Daniel Duckworth wrote: > Hello everyone, > > I noticed that scikit-learn (and Python in general) seems to be missing a > decent module for State Space Models.  State Space Models are a type of > generative model wherein one attempts to estimate the hidden state of

[Scikit-learn-general] Interest in State Space Models

2012-05-14 Thread Daniel Duckworth
Hello everyone, I noticed that scikit-learn (and Python in general) seems to be missing a decent module for State Space Models. State Space Models are a type of generative model wherein one attempts to estimate the hidden state of a system given a sequence of noisy observations.Observations a