LAMPSPUC/StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
GitHub repository with 286 stars and 30 forks.
Language: Julia
Topics: state-space-models, time-series, kalman-filter, julia-language, statistics, forecasting, econometrics, sarima, time-series-analysis, unobserved-components