Marrying Kalman Filtering & Machine Learning
When you Google "Kalman Filter AND Machine Learning", very few interesting references pop up! Perhaps my search terms are not the best, perhaps Fintech guys keep such algorithms close to their vests, perhaps there is not much of work done in bringing these two incredibly powerful tools together... In any case, Part II of my new book, "Systems Analytics: Adaptive Machine Learning workbook" focuses exactly on this merger. Condition monitoring "How is my business doing today?" Preventive maintenance "Predict issues and fix them before adverse business impact".
Dec-7-2016, 04:45:04 GMT