# Rolling forecast with StateSpaceModels.jl

**URL:** <https://discourse.julialang.org/t/rolling-forecast-with-statespacemodels-jl/136189>\
**Category:** General Usage\
**Tags:** statistics, state-space\
**Created:** [March 13, 2026, 3:06pm UTC](https://discourse.julialang.org/t/rolling-forecast-with-statespacemodels-jl/136189 "2026-03-13T15:06:50Z")\
**Posts on this page:** 1\
**Showing post:** 5

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**Author:** ![langestefan](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/langestefan/32/207923_2.png) [@langestefan](https://discourse.julialang.org/u/langestefan)\
**Post date:** [March 18, 2026, 5:41pm UTC](https://discourse.julialang.org/t/rolling-forecast-with-statespacemodels-jl/136189/5 "2026-03-18T17:41:54Z")

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You may also be interested in the discussion I had with @baggepinnen here: [Robust resampling/interpolation method - #17 by langestefan](https://discourse.julialang.org/t/robust-resampling-interpolation-method/132665/17)

My application was identification, the rolling forecast method turned out to work extremely well for that purpose (slow dynamics, noisy data, large disturbances, long forecast horizons).

LowLevelParticleFilters.jl can do many things 🙂

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