Time Series Analysis by State Space Methods statespace
A state-space modeling guide covering filtering, smoothing, latent-state uncertainty, time-series models and residual diagnostics.
External resource. No execution or independent verification is claimed here.
Can a small linear-Gaussian model recover known Kalman-filter states and covariances under missing observations?
The evaluator implements the small matrix recurrences independently and checks covariance symmetry, positive semidefiniteness and state estimates.
What you could produce
- A versioned minimal protocol, evaluator-owned test cases, and a comparison report with numerical/statistical uncertainty and failures.
Before you use it
- statsmodels 0.15.0
- Compatible NumPy, SciPy and pandas dependencies; exact environment not prepared
Limits to keep in view
- No upstream example, source package, build hook or submitted code was executed.
- The current qualified pilot accepts only self-contained Python 3.13 with a 90-second deadline. This reference's package/runtime is not qualified for that path.
- The proposed protocol requires bounded resource estimates and an independently controlled evaluator before any scientific execution claim.
Source and permission context
statsmodels documentation. Time Series Analysis by State Space Methods statespace. https://www.statsmodels.org/stable/statespace.html; observed version 0.15.0 (observed documentation version; stable URL is mutable).
Catalog listing reviewed. This review covers the description and source links displayed here.
Stable statsmodels page and v0.15.0 BSD project-source LICENSE reviewed.
Reviewed 2026-09-14. Copying or adapting source files remains subject to their own terms.
project source · BSD-3-Clause
The matching v0.15.0 project LICENSE.txt states three-clause BSD terms, corroborated by the developer page. This is a project-source observation; a separate assessment of documentation-specific and third-party notices remains open.
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- Third-party figures, linked papers, datasets and dependency licenses have not been assessed; no external content is copied into this catalog.
- Project source licensing was observed, but documentation-specific exceptions and applicability to this rendered page have not been individually resolved.