# TimeSeriesFilterSharp

**Repository Path**: waleswood/TimeSeriesFilterSharp

## Basic Information

- **Project Name**: TimeSeriesFilterSharp
- **Description**: WPF application demonstrating  the time-series filters - Gaussian Process, Particle Filter And Kalman Filter - predictive capacity
- **Primary Language**: C#
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2019-07-26
- **Last Updated**: 2020-12-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README


References

Unscented kalman Filter / Particle Filter -  https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/

Particle Filter  - http://www.taumuon.co.uk/2017/02/particle-filter-in-f.html (github: https://github.com/taumuon/Particle-Filter-FSharp/blob/master/ParticleFilterFSharp/ParticleFilterFSharp/ParticleFilter.fs#L63)

adaptive kalman - filter based on algorithm from https://arxiv.org/ftp/arxiv/papers/1702/1702.00884.pdf

Gaussian Process - http://www.tmpl.fi/gp/ (github:https://github.com/to-mi/gp-demo-js)
and various Python-based blogs;

Unscented Kalman Filter -  https://github.com/prozoroff/UKFSharp

Particle Filter - https://github.com/prozoroff/PFSharp

Wrapper for KalmanFilter from https://github.com/dajuric/accord-net-extensions
Wrapper for KalmanFilter from http://accord-framework.net/