状态空间分布与决策
statespace的Python项目详细描述
不确定性和置信度、分布、它们随时间、噪声和观测的演化、跟踪和检测、决策、风险和误差成本、基于模型的系统、样本和传播、序贯蒙特卡罗、马尔可夫链蒙特卡罗
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty, Sam L. Savage
Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods, James V. Candy
Time Series Analysis by State Space Methods, James Durbin
Kalman Filtering: Theory and Practice, Mohinder S. Grewal, Angus P. Andrews
Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey
当前的重点是使用云源和云构建将构建测试部署到kubernetes引擎。build test deploy topypi主要是一个占位符，目前假定ubuntu clone install development of gitlabrepo。
sudo apt-get -qq update -qy
sudo apt-get -qq install -y python3.6 python3-venv python3-pip
git clone git@gitlab.com:noahhsmith/statespace.git statespace
cd statespace
python3 -m venv venv
. venv/bin/activate
python3 setup.py develop
pytest
python3 statespace --demo
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