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Python package for dynamic system estimation of time series

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PyDSE

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Toolset for Dynamic System Estimation for time series inspired by DSE. It is in a beta state and only includes ARMA models right now. Documentation is available under http://pydse.readthedocs.org/.

Installation

To install in your home directory, use:

python setup.py install --user

If your are using virtualenv, just use pip:

pip install pydse

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Python package for dynamic system estimation of time series

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