How to forecast time series data using Kalman filtering technique on matlab?

I am trying to implement Kalman filter to forecast a set of time series data. If you know the tool box or any soucre of code please mention that here.

Thank you!

Answer 1

[Pratyush Roy]

Hi Ashok,

The link here mght be helpful.

You can also go through the documentation for Kalman Filter. Link is given below:

https://www.mathworks.com/help/control/ug/kalman-filtering.html

Hope this helps!

Regards,

Pratyush

[Sinan Islam]

This question has been asked many times, yet nobody wish to answer it!

How to apply kalman filter on time series?!