Applying Kalman filter for the task of the biometric data time series unification

Abstract

The use of the recursive Kalman filter for restoring missed values and time series frequency unification is discussed for the use case of biometric data collected from the user grade devices to monitor the mental and physical load on the user while working with some software or hardware product. Specifics of applying filter to the biometric data is considered, as well as simplifying the implementation with the high-level pykalman software library.