There are 1 repository under state-space-model topic.
Accelerated First Order Parallel Associative Scan
Notes on the Mamba and the S4 model (Mamba: Linear-Time Sequence Modeling with Selective State Spaces)
Subspace methods for MIMO system identification
Imputation-based Time-Series Anomaly Detection with Conditional Weight-Incremental Diffusion Models, KDD 2023
State space models for decoding hippocampal trajectories and determining their type using sorted or clusterless data
This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.
Neural State-Space Models and Latent Dynamics Functions in PyTorch for High-Dimensional Forecasting
A Simulator for the Primary Circuit of the VVER-440/V213 Pressurized Water Reactor
theleo.zone/thermal-model source code (formerly thermalmodel.com)
Markov-Switching State-Space Models
State space models for categorization of replay content from multiunit spiking activity. Deng et al. 2016
State space model + data pipeline to generate counterfactual time series trajectories on multiple clinical signals, used to evaluate the utility of counterfactual features in sepsis prediction
Couplings for nonlinear ensemble filtering
Julia package for KF and EKF parameter estimation using Automatic Differentiation
Improve the Attentive State-Space Model by transformer
R package pmhtutorial available from CRAN.
ML Coursework focused on solving Computational Finance and Risk Assessment models
A flexible data simulator for Kafka and OpenShift using state-space models
Repository for JABBA-Select
Controladores y observadores de circuito RC-RC en plataforma Arduino
Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.
A Julia package that provides high-level abstractions for simulating and deploying stochastic filters
Simple implementations of long-range sequence models (LRU, S5, S4, and more).
Reproducible code for our paper, "On Causal Discovery with Convergent Cross Mapping"
Bayesian Spectral Estimation
Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implemented to compare performance.