_systems#
- cultivars.engine._internals._systems = <module 'cultivars.engine._internals._systems' from '/home/runner/work/cultivars/cultivars/src/cultivars/engine/_internals/_systems.py'>[source]#
structural and Nelson-Siegel.
These assemble specific parametric families – Harvey’s structural components and the dynamic Nelson-Siegel term structure – into the linear-Gaussian substrate. They sit one layer above
_state_space, which stays a leaf: the substrate knows how to filter and smooth any linear-Gaussian system, and this module knows how to construct the particular systems those two model families need. Each parameter record here is the single meeting point between an objective’s flat optimization vector and the system matrices, so the objectives, the fits, and the public results all speak in these records rather than in raw arrays.- Type:
Parametric state-space system builders