StateSpaceModels.jl is an open-source Julia package that estimates, forecasts, and simulates Gaussian state-space time-series models, handling missing observations and user-defined linear models.
STAMP 6.0: Structural time series analyser, modeller and predictor,
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StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework
StateSpaceModels.jl is an open-source Julia package that estimates, forecasts, and simulates Gaussian state-space time-series models, handling missing observations and user-defined linear models.