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Batched Kalman Filters #450

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Batched Kalman Filters #450

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AlexAndorra
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Add batch dimension feature to Kalman filters, to enable fitting multiple time series at the same time

@AlexAndorra AlexAndorra added the enhancements New feature or request label Apr 4, 2025
@AlexAndorra AlexAndorra self-assigned this Apr 4, 2025
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@AlexAndorra AlexAndorra removed the request for review from jessegrabowski April 8, 2025 16:36
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Pushed latest progress: working with Filter, not yet with Smoother

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