What's Changed

Maintenance, bugfix, and documentation update:

• migration of examples to jupyter notebooks, by @PythonHacker24
• fix time-varying transition covariance being overwritten by initial matrix in standard Kalman filter by @knightnemo
• package and release maintenance

Enhancements and Fixes

• [ENH] refactor utils module by @fkiraly in #147
• [BUG] fix time-varying transition covariance being overwritten by initial matrix in standard Kalman filter by @knightnemo in #166

Documentation

• [DOC] Migrated all Examples to Notebooks in Documentation by @PythonHacker24 in #167
• [DOC] Migrating Examples to Notebooks: plot_em.ipynb EM estimation of model parameters with a Kalman Filter by @PythonHacker24 in #164

Maintenance

• [MNT] readthedocs hosting for documentation by @fkiraly in #151
• [MNT] update deprecated sphinx extensions, sphinx metadata by @fkiraly in #153
• [MNT] enable dependabot by @fkiraly in #152
• [MNT] update documentation links to readthedocs by @fkiraly in #154
• [MNT] remove tj-actions by @fkiraly in #157
• [MNT] move release to trusted publishers by @fkiraly in #156
• [MNT] Dependabot: Bump actions/checkout from 4 to 5 by @dependabot[bot] in #165
• [MNT] Check versions in wheels workflow by @szepeviktor in #168

All Contributors

@fkiraly,
@knightnemo,
@PythonHacker24,
@szepeviktor,

New Contributors

• @PythonHacker24 made their first contribution in #164
• @dependabot[bot] made their first contribution in #165
• @szepeviktor made their first contribution in #168
• @knightnemo made their first contribution in #166

Full Changelog: v0.10.1...v0.10.2

What's Changed

Hotfix for missing dependency packaging in pyproject.toml, required for numpy 2 fix added in v0.10.0.

Full Changelog: v0.10.0...v0.10.1

What's Changed

Major maintenance update:

• merge of three major forks: pykalman package, pykalman-bardo, sktime.pykalman
• compatibility with numpy 2
• support and testing for windows, macOS and linux
• testing for python 3.9-3.13
• end-of-life for python 3.8 and lower

New Contributors

• @fkiraly made their first contribution in #110
• @mbalatsko made their first contribution in #111
• @phoeenniixx made their first contribution in #117
• @KOLANICH made their first contribution in #124
• @doberbauer made their first contribution in #107
• @erkinsahin made their first contribution in #101
• @timgates42 made their first contribution in #96
• @dslaw made their first contribution in #70
• @oseiskar made their first contribution in #69

All contributors:

@doberbauer, @dslaw, @erkinsahin, @fkiraly, @jonathanng, @KOLANICH, @oseiskar, @phoeenniixx, @timgates42

Full Changelog: https://github.com/pykalman/pykalman/commits/v0.10.0