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

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


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.)


|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


Private Attributes


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

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