Kalman filter#751

Draft

Guilly-Kolkman wants to merge 5 commits intoresearch/v4.1.0from

Commits on Nov 14, 2025

Added kalman filter functionality for pre and postprocessing.
Guilly-Kolkman
committed

Commits on Nov 17, 2025

Fixed bug where prediction.target series dissapeared after Kalman smoothing due to timeseries dataset vs forecastdataset in postprocessor
Guilly-Kolkman
committed
Fixes for quality checks and made kalman_smoother staticmethod
Guilly-Kolkman
committed
Fixed quantile feature test
Guilly-Kolkman
committed

Commits on Nov 18, 2025

integrated Marnix' comments, added KF test
floriangoethals
committed