Parameter estimation on non linear time series analysis. [P]

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  • DataDrivenDiffEq.jl

    Data driven modeling and automated discovery of dynamical systems for the SciML Scientific Machine Learning organization

  • And for reference implementations you can take a look at DataDrivenDiffEq.jl. All DMDs (that I know of) essentially work by building and solving a convex optimization.

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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