The Analytic Garden

The blockchain cannot be described just as a revolution. It is a tsunami-like phenomenon, slowly advancing and gradually enveloping everything along its way by the force of its progression.   - William Mougayar I think the whole narrative of blockchain without bitcoin will amount to very little.  - Fred Ehrsam We want a language that’s open source, with a liberal license. We want the speed of C with the dynamism of Ruby. We want a language that’s homoiconic, with true macros like Lisp, but with obvious, familiar mathematical notation like Matlab. We want something as usable for general programming as Python, as easy for statistics as R, as natural for string processing as Perl, as powerful for linear algebra as Matlab, as good at gluing programs together as the shell. Something that is dirt simple to learn, yet keeps the most serious hackers happy. We want it interactive and we want it compiled. Why We Created Julia - Jeff Bezanson, Stefan Karpinski, Viral Shah, ...

I spend most of my life feeling like I've been shot out of a cannon I spend most of my life feeling like I've been shot out of a cannon. - Molly Ivins The Kalman Filter I have been using this blog to post techniques that I have been trying to learn. I hope eventually to apply these to more serious data than the examples I have been  using. I'm going to continue and take a look at a very simple application of a Kalman filter . The Kalman filter allows us to use noisy measurements of a dynamic process to make reasonably accurate predictions of the process's state. Kalman filters are important for guidance, navigation, and control of vehicles and robots, aircraft and spacecraft. It is also widely used in time series analysis, signal processing, and econometrics. If you Google Kalman filter, you will find many web pages describing the method in varying levels of  mathematical difficulty. My favorite source for Kalman filter details is Kalman and Bayesian...