I use the Volterra filter to predict the time series, however, the code is based on matlab and it runs slowly. Who can sent me the python version or C(C++) version program about the Volterra filter ?
Oriol Sans Planell
It doesn't seem hard to find some examples on various filtering algorithms on git, in python for example those could be of use:
1. https://github.com/joined/PyImageFilter
2. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/ (
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Aleksandr Yu. Romanov
Recommend to use this git: https://github.com/d-bouvier/pyvi
About the filter itself. A good review of the literature is given in the answer under this discussion: https://www.researchgate.net/post/how_are_volterra_filters_applied_to_images
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