title: what does "observation offset" and "predicted state mean" mean in pykalman standard filtercorrect module?
body: <p>I am using a module <code>pykalman</code> in which I imported a function named <code>_filter_correct</code> in <code>pyklaman.standard</code> in order to correct my forecast data.</p>
  
  <p>There are parameters in the function I do not understand even after trying to understand what is behind the function.</p>
  
  <p>They say that:</p>
  
  <ul>
  <li><code>observation_offset</code> is offset for observation at time <code>t</code></li>
  <li><code>predict_state_mean</code> which is the mean of state at time <code>t</code> given observations from <code>times[0...t-1]</code>.</li>
  <li>I understood the other parameters</li>
  </ul>
  
  <p>I am forecasting by the way a univariate parameter(wind speed) for 7 days 6 hours ahead that I am concatenating!</p>
  
  <p>Can you help me on the parameters of this function ?</p>