Uploaded image for project: 'Solr'
  1. Solr
  2. SOLR-12796

Add kalmanFilter to support time series forecasting

    XMLWordPrintableJSON

    Details

    • Type: New Feature
    • Status: Open
    • Priority: Major
    • Resolution: Unresolved
    • Affects Version/s: None
    • Fix Version/s: None
    • Component/s: None
    • Labels:
      None

      Description

      The Kalman filter is a widely used tool in time series analysis. This ticket will add the kalmanFilter Stream Evaluator to the Math Expressions machine learning library.

        Attachments

          Issue Links

            Activity

              People

              • Assignee:
                Unassigned
                Reporter:
                jbernste Joel Bernstein
              • Votes:
                0 Vote for this issue
                Watchers:
                1 Start watching this issue

                Dates

                • Created:
                  Updated: