Multi-variate time series prediction
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$500
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- #4200721
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Web and App Development | Database Expert | Database Analysis| Python Developer
Islamabad
102179691127976811272140112612091125776911242616112346311119350811096970110356991074983010520920
Description
Experience Level: Expert
1- Advice on a multivariate time series prediction problem, using Kalman filter and either:
- state augmentation to include additional time series data, allowing the filter to incorporate information from related time series when estimating the state of the underlying system
- measurement fusion: fusing measurements from multiple related time series into a single observation vector. This combined observation vector is then used as input to the Kalman filter, allowing it to exploit correlations and dependencies among the different time series.
2-A program, either commercial or newly written in C*, that will perform such predictions.
- state augmentation to include additional time series data, allowing the filter to incorporate information from related time series when estimating the state of the underlying system
- measurement fusion: fusing measurements from multiple related time series into a single observation vector. This combined observation vector is then used as input to the Kalman filter, allowing it to exploit correlations and dependencies among the different time series.
2-A program, either commercial or newly written in C*, that will perform such predictions.
Bob P.
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15 May 2024
United States
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