Mike Mull | Forecasting with the Kalman Filter HD

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.