Logo Search packages:      
Sourcecode: python-scientific version File versions  Download package

Scientific::Signals::Models::AutoRegressiveModel Class Reference

Inheritance diagram for Scientific::Signals::Models::AutoRegressiveModel:

Scientific::Signals::Models::AveragedAutoRegressiveModel

List of all members.


Detailed Description

Auto-regressive model for stochastic process

This implementation uses the Burg algorithm to obtain the
coefficients of the AR model.

Constructor: AutoRegressiveModel(|order|, |data|, |delta_t|=1.)

Arguments:

|order| -- the order of the model (an integer)

|data| -- the time series (sequence of floats)

|delta_t| -- the sampling interval for the time series (default: 1.)

Definition at line 13 of file Models.py.


Public Member Functions

def __init__
def correlation
def findCoefficients
def frictionConstant
def memoryFunction
def memoryFunctionZ
def memoryFunctionZapprox
def poles
def predictStep
def setTrajectory
def spectrum

Public Attributes

 coeff
 delta_t
 order
 parcor
 sigma
 sigsq
 trajectory
 variance

Private Attributes

 _poles

The documentation for this class was generated from the following file:

Generated by  Doxygen 1.6.0   Back to index