←back to thread

146 points hugohadfield | 2 comments | | HN request time: 0.001s | source

This little project came about because I kept running into the same problem: cleanly differentiating sensor data before doing analysis. There are a ton of ways to solve this problem, I've always personally been a fan of using kalman filters for the job as its easy to get the double whammy of resampling/upsampling to a fixed consistent rate and also smoothing/outlier rejection. I wrote a little numpy only bayesian filtering/smoothing library recently (https://github.com/hugohadfield/bayesfilter/) so this felt like a fun and very useful first thing to try it out on! If people find kalmangrad useful I would be more than happy to add a few more features etc. and I would be very grateful if people sent in any bugs they spot.. Thanks!
Show context
3abiton ◴[] No.41866448[source]
This got me thinking, is this used in supply chain problems?
replies(1): >>41868863 #
1. hugohadfield ◴[] No.41868863[source]
hmm, I don't think I'm familiar with the kind of problems you might be thinking about. Care to share an example?
replies(1): >>41872160 #
2. 3abiton ◴[] No.41872160[source]
Specifically for demand forecasting for example. I have seen lots of issues with missing data, and this seems to elegantly tackle it.