LAMPSPUC/StateSpaceModels.jl

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StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Stars: 291
Forks: 30
Open beginner issues: 0
Indexed issues: 15
Avg merge: 2d 17h
Merged PRs (30d): 1

Dominant language: Julia
License: MIT
Last GitHub push: Aug 24, 2026
Latest indexed: Sep 18, 2026
Contributing guide: No contributing guide
Code of conduct: No code of conduct
Beginner labels: good first issue

Beginner friendly Everything

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15 open issues indexed

Data vs fit results Open

Difficulty 3/5 1-2 days Newbie friendliness 25/100

LAMPSPUC/StateSpaceModels.jl#333 · 4 comments · Opened Feb 10, 2025
Reviews dependencies versions Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

LAMPSPUC/StateSpaceModels.jl#332 · 2 reactions · Opened Oct 22, 2024
Cannot predict for more steps than number of observations Open

Difficulty 3/5 1-2 days Newbie friendliness 45/100

LAMPSPUC/StateSpaceModels.jl#324 · Opened Nov 3, 2023
Holt-Winter Model Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

LAMPSPUC/StateSpaceModels.jl#322 · 1 comment · Opened Oct 4, 2023
Linear univariate time variant model implemented? Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

LAMPSPUC/StateSpaceModels.jl#321 · 8 comments · Opened Sep 19, 2023
Enhancement Request - Add ability to specify innovations for simulation Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

LAMPSPUC/StateSpaceModels.jl#318 · 2 comments · Opened Feb 11, 2023
Feature suggestion: state space models for intermittent demand Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 25/100

LAMPSPUC/StateSpaceModels.jl#310 · Opened Jun 12, 2022
Add examples for auto arima Open

good first issue

Difficulty 2/5 1-3 hours Newbie friendliness 42/100

LAMPSPUC/StateSpaceModels.jl#284 · Opened Jun 13, 2021
Add Time varying regression TVRegression Open

Difficulty 5/5 Over a week Newbie friendliness 15/100

LAMPSPUC/StateSpaceModels.jl#282 · 1 comment · 1 reaction · Opened Jun 11, 2021
Add HPfilter Open

good first issue

Difficulty 5/5 Over a week Newbie friendliness 20/100

LAMPSPUC/StateSpaceModels.jl#278 · 2 comments · Opened Jun 9, 2021
Add JuliaFormatter Open

Difficulty 3/5 1-2 days Newbie friendliness 25/100

LAMPSPUC/StateSpaceModels.jl#275 · Opened Jun 8, 2021
add exogenous variables support for SARIMA and UnobservedComponents Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

LAMPSPUC/StateSpaceModels.jl#258 · 5 comments · 3 reactions · Opened Apr 15, 2021
Implement VAR Open

Difficulty 5/5 Over a week Newbie friendliness 15/100

LAMPSPUC/StateSpaceModels.jl#241 · 1 comment · Opened Feb 10, 2021
Implement univariate treatment of multivariate case Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 15/100

LAMPSPUC/StateSpaceModels.jl#77 · 1 comment · Opened Jul 8, 2019
Implement exact initialization filter Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 15/100

LAMPSPUC/StateSpaceModels.jl#60 · Opened Jul 3, 2019

LAMPSPUC/StateSpaceModels.jl

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