{"id":15877877,"url":"https://github.com/oseiskar/simdkalman","last_synced_at":"2025-04-04T16:16:53.219Z","repository":{"id":37788759,"uuid":"111237197","full_name":"oseiskar/simdkalman","owner":"oseiskar","description":"Python Kalman filters vectorized as Single Instruction, Multiple Data","archived":false,"fork":false,"pushed_at":"2023-12-16T08:23:09.000Z","size":167,"stargazers_count":184,"open_issues_count":1,"forks_count":39,"subscribers_count":12,"default_branch":"master","last_synced_at":"2025-03-28T15:11:21.538Z","etag":null,"topics":["kalman-filter","python"],"latest_commit_sha":null,"homepage":"https://simdkalman.readthedocs.io/","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/oseiskar.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE.txt","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2017-11-18T20:32:59.000Z","updated_at":"2025-01-31T00:11:53.000Z","dependencies_parsed_at":"2024-06-18T18:24:49.293Z","dependency_job_id":"1f4b75c9-7cb7-42c9-af49-9001c25a90b7","html_url":"https://github.com/oseiskar/simdkalman","commit_stats":{"total_commits":76,"total_committers":3,"mean_commits":"25.333333333333332","dds":"0.052631578947368474","last_synced_commit":"8170ff61399b44b55e8081193457fcb4b6742ec6"},"previous_names":[],"tags_count":9,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/oseiskar%2Fsimdkalman","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/oseiskar%2Fsimdkalman/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/oseiskar%2Fsimdkalman/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/oseiskar%2Fsimdkalman/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/oseiskar","download_url":"https://codeload.github.com/oseiskar/simdkalman/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":247208190,"owners_count":20901570,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["kalman-filter","python"],"created_at":"2024-10-06T02:04:35.561Z","updated_at":"2025-04-04T16:16:53.200Z","avatar_url":"https://github.com/oseiskar.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"\n# SIMD Kalman\n[![Docs Status](https://readthedocs.org/projects/simdkalman/badge/?version=latest)](http://simdkalman.readthedocs.io/en/latest/?badge=latest)\n[![PyPI](https://img.shields.io/pypi/v/simdkalman.svg)](https://pypi.python.org/pypi/simdkalman)\n[![PyPi downloads](https://img.shields.io/pypi/dm/simdkalman)](https://pypi.python.org/pypi/simdkalman)\n\nFast Kalman filters in Python leveraging single-instruction multiple-data\nvectorization. That is, running _n_ similar Kalman filters on _n_\nindependent series of observations. Not to be confused with SIMD processor\ninstructions.\n\n```python\nimport simdkalman\n\nkf = simdkalman.KalmanFilter(\n    state_transition = np.array([[1,1],[0,1]]),\n    process_noise = np.diag([0.1, 0.01]),\n    observation_model = np.array([[1,0]]),\n    observation_noise = 1.0)\n\ndata = numpy.random.normal(size=(200, 1000))\n\n# smooth and explain existing data\nsmoothed = kf.smooth(data)\n# predict new data\npred = kf.predict(data, 15)\n```\nSee `examples/example.py` for a more comprehensive example and\n[ReadTheDocs](https://simdkalman.readthedocs.io/) for the full documentation.\nFor the changelog, see [releases page](https://github.com/oseiskar/simdkalman/releases)\n\nAccording to `examples/benchmark.py`. This can be up to **100x faster** than\n[pykalman](https://pykalman.github.io/) and **70x faster** than\n[filterpy](https://github.com/rlabbe/filterpy) when can be vectorized over\nmany independent timeseries. Also in the non-vectorized case, it can be 2x\nfaster.\n\n### Installation\n\n    pip install simdkalman\n\n### Development\n\n 1. Create virtualenv\n    * Python 2: `virtualenv venvs/python2`\n    * Python 3: `python3 -m venv venvs/python3`\n 1. Activate virtualenv: `source venvs/pythonNNN/bin/activate`\n 1. Install locally `pip install -e .[dev,test,docs]`\n 1. `./run-tests.sh`\n 1. `deactivate` virtualenv\n\n### Distribution\n\n(personal howto)\n\nOnce:\n\n 1. create an account in https://testpypi.python.org/pypi and\n    https://pypi.python.org/pypi\n 1. create `~/.pypirc` as described [here](https://packaging.python.org/guides/migrating-to-pypi-org)\n 1. `sudo pip install twine`\n 1. create testing virutalenvs:\n    * `virtualenv venvs/test-python2`\n    * `python3 -m venv venvs/test-python3`\n\nEach distribution:\n\n    # first, set version in setup.py\n    # then, download the wheel.zip artifact from Github and extract it to dist/\n    # or create it manually: python setup.py bdist_wheel\n\n    # test PyPI site\n    twine upload --repository testpypi dist/simdkalman-VERSION*\n    # the real thing\n    twine upload dist/simdkalman-VERSION*\n    # update git tags\n    git tag VERSION -m \"released VERSION\"\n    git push --tags\n\nTest installation from the test site with\n\n    source venvs/test-pythonNNN/bin/activate\n    pip install \\\n        --index-url https://test.pypi.org/simple/ \\\n        --extra-index-url https://pypi.org/simple \\\n        simdkalman --upgrade\n    # or the real thing with just\n    # pip install simdkalman\n    pip install matplotlib\n    python examples/example.py\n    deactivate\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Foseiskar%2Fsimdkalman","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Foseiskar%2Fsimdkalman","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Foseiskar%2Fsimdkalman/lists"}