state-space-models

There are 4 repositories under state-space-models topic.

state-spaces / s4
Structured state space sequence models
state-space-models sequence-models pytorch
Language:Jupyter Notebook 2102
raminmh / liquid_time_constant_networks
Code Repository for Liquid Time-Constant Networks (LTCs)
deep-learning liquid-neural-networks recurrent-neural-networks sequence-modeling state-space-models time-series
Language:Python 1246
probml / dynamax
State Space Models library in JAX
hidden-markov-models jax kalman-filter python state-space-models
Language:Jupyter Notebook 615
LAMPSPUC / StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
state-space-models time-series kalman-filter julia-language statistics forecasting econometrics sarima time-series-analysis unobserved-components exponential-smoothing
Language:Julia 263
raminmh / liquid-s4
Liquid Structural State-Space Models
deep-learning liquid-neural-networks neural-networks recurrent-neural-networks sequence-modeling state-space-models time-series
Language:Python 239
AaltoML / BayesNewton
Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.
machine-learning signal-processing gaussian-processes state-space-models approximate-bayesian-inference jax sparse-gps markov-gps
Language:Python 211
nickpoison / tsa4
R code for Time Series Analysis and Its Applications, Ed 4
astsa data-analysis data-science em-algorithm frequency-domain kalman-filter missing-data r state-space-models time-domain time-series-analysis
149
biaslab / ForneyLab.jl
Julia package for automatically generating Bayesian inference algorithms through message passing on Forney-style factor graphs.
bayesian-methods machine-learning factor-graph probabilistic-graphical-models probabilistic-programming state-space-models
Language:Julia 146
nickpoison / astsa
R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R
time-series-analysis astsa data-analysis data-science dna-sequences state-space-models kalman-filter em-algorithm package r missing-data
Language:R 117
AaltoML / kalman-jax
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
gaussian-processes state-space-models approximate-bayesian-inference kalman-smoother machine-learning signal-processing
Language:Jupyter Notebook 91
FRBNY-DSGE / StateSpaceRoutines.jl
Package implementing common state-space routines.
filters kalman-filter kalman-smoother smoother state-space-models tempered-particle-filtering
Language:Julia 84
MARSS
atsa-es / MARSS
Multivariate Autoregressive State-Space Modeling with R
cran multivariate-timeseries r-package state-space-models statistics time-series
Language:R 51
kaanakan / stretchbev
Official implementation of our ECCV paper "StretchBEV: Stretching Future Instance Prediction Spatially and Temporally"
autonomous-driving autonomous-vehicles deep-learning eccv2022 future-prediction generative-models instance-segmentation latent-variable-models pytorch segmentation state-space-models stochastic vae
Language:Python 38
ianjonsen / aniMotum
fit latent variable movement models to animal tracking data
animal-movement animal-tracking r-package random-effects-model state-space-models tmb
Language:HTML 36
HITESHLPATEL / Mamba-Papers
Awesome Mamba Papers: A Curated Collection of Research Papers , Tutorials & Blogs
mamba state-space-models large-language-models llms ssm
15
vgthengane / Awesome-Mamba-in-Vision
List of papers related to State Space Models (Mamba) in Vision.
mamba ssms state-space-models point-mamba selective-state-space-models vision-mamba
15
AdrienCorenflos / particle_mala
Gradient-informed particle MCMC methods
mcmc particle-filter particle-mcmc sequential-monte-carlo smc state-space-models
Language:Python 11
gionikola / DynamicFactorModeling.jl
Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).
econometrics factor-models forecasting julia nowcasting state-space-models statistics time-series
Language:Julia 6
silvanmelchior / CBF-SSM
Official implementation of the CBF-SSM model
gaussian-processes machine-learning state-space-models variational-inference
Language:Python 6
hanyas / wasserstein-flow-filter
Variational Filtering via Wasserstein Gradient Flow
gradient-flow kalman-filtering state-estimation state-space-models variational-inference wasserstein-distance
Language:Python 5
qntwrsm / StateSpace.jl
Provides methods for a linear Gaussian State Space model such as filtering (Kalman filter), smoothing (Kalman smoother), forecasting, likelihood evaluation, and estimation of hyperparameters (Maximum Likelihood, Expectation-Maximization (EM), and Expectation-Conditional Maximization (ECM), w/ and w/o penalization)
filtering julia optimization smoothing state-space-models
Language:Julia 4
B-Paweekorn / Reaction-wheel-inverted-pendulum
Simulates the dynamics of a Reaction Wheel Inverted Pendulum with python.
control-systems dynamics inverted-pendulum lqr pygame python robotics simulation pid-control state-space-models
Language:Python 3
DiffEqML / deep-signal-processing
Accompanying notebook guides for the deep signal processing notes [TBA].
convolution deep-learning fourier-transform frequency-domain long-sequence signal-processing state-space-models transfer-functions
Language:Jupyter Notebook 3
hanyas / second-order-smoothers
Second-order iterated smoothing algorithms for state estimation
batch-optimization gauss-newton kalman-filter kalman-smoother newtons-method rts-smoother sparse-optimization recursive-algorithms trust-region-optimization state-estimation state-space-models
Language:Python 3
icmoore / ssmodels
[R Programming] R package for state space models
arima arimax basic-structural-model local-level-model local-level-trend r state-space-models
Language:R 3
njkrichardson / saddlecity
A Python package to demonstrate ideas from nonlinear dynamical systems toward game theory, neural network models of associative memory, and nonlinear state space models.
game-theory neural-networks nonlinear-dynamics state-space-models
Language:Python 3
yukai-yang / SMFilter
an R package implementing the filtering algorithms for the state-space models on the Stiefel manifold
state-space-models stiefel-manifold filtering sampling nonlinear-optimization nonlinear-dynamics reduced-rank-parameters time-series-models smoothing cran simulated-data filtering-algorithm
Language:R 3
elmarmertens / em-fortranbox
elmar mertens fortran toolboxes
bayesian-methods econometrics state-space-models statistics
Language:Fortran 2
k41m4n / SSM
This repository provides code in R reproducing examples of the states space models presented in book "An Introduction to State Space Time Series Analysis" by J.J.F. Commandeur and S.J. Koopman.
state-space-models kalman-filter time-series-analysis kfas econometrics forecasting koopman trend state-disturbance-variance maximum-likelihood series-analysis slope ssm autocorrelations
Language:R 2
adrian-io / sarimax-conflict-forecast
Development of An Automated Conflict Prediction System by State Space ARIMA Methods
arima-forecasting automated-machine-learning conflict-prediction sarimax-model state-space-models
Language:Jupyter Notebook 1
compops / pmmh-qn
Correlated pseudo-marginal Metropolis-Hastings using quasi-Newton proposals
markov-chain-monte-carlo bayesian-inference big-data particle-filters metropolis-hastings machine-learning quasi-newton logistic-regression supervised-learning state-space-models
Language:Python 1
imrajjain / CH3050-Assignments
This repository contains assignments code and reports of CH3050 Process Dynamics and Control course at IIT MADRAS in Autumn 2020 Semester
process control iit madras ch3050 matlab-code systems pid bode-stability nyquist-criteria state-space-models transfer-functions
Language:MATLAB 1
jonny-so / slds-jax
Switching linear dynamical systems (SLDS) models in JAX
bayesian jax machine-learning state-space-models
Language:Python 1
oliviergimenez / marss_jags
Fit multivariate state-space autoregressive models in Jags
marss jags r2jags state-space-models autoregressive-models species-interactions community-dynamics
Language:Rich Text Format 1
EconMaett / dfms
Create dynamic factor models in R with the dfms package
dynamic-factor-models economics forecasting macroeconomics nowcasting state-space-models time-series
Language:R 0
EconMaett / MARSS
Create Multivariate Autoregressive State-Space Models with the MARSS R package
marss multivariate r state-space state-space-model state-space-models time-series
Language:R

state-space-models

state-spaces / s4

raminmh / liquid_time_constant_networks

probml / dynamax

LAMPSPUC / StateSpaceModels.jl

raminmh / liquid-s4

AaltoML / BayesNewton

nickpoison / tsa4

biaslab / ForneyLab.jl

nickpoison / astsa

AaltoML / kalman-jax

FRBNY-DSGE / StateSpaceRoutines.jl

atsa-es / MARSS

kaanakan / stretchbev

ianjonsen / aniMotum

HITESHLPATEL / Mamba-Papers

vgthengane / Awesome-Mamba-in-Vision

AdrienCorenflos / particle_mala

gionikola / DynamicFactorModeling.jl

silvanmelchior / CBF-SSM

hanyas / wasserstein-flow-filter

qntwrsm / StateSpace.jl

B-Paweekorn / Reaction-wheel-inverted-pendulum

DiffEqML / deep-signal-processing

hanyas / second-order-smoothers

icmoore / ssmodels

njkrichardson / saddlecity

yukai-yang / SMFilter

elmarmertens / em-fortranbox

k41m4n / SSM

adrian-io / sarimax-conflict-forecast

compops / pmmh-qn

imrajjain / CH3050-Assignments

jonny-so / slds-jax

oliviergimenez / marss_jags

EconMaett / dfms

EconMaett / MARSS