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

Scientific::Signals::Models::AveragedAutoRegressiveModel Class Reference

Inheritance diagram for Scientific::Signals::Models::AveragedAutoRegressiveModel:

Scientific::Signals::Models::AutoRegressiveModel

List of all members.


Detailed Description

Averaged auto-regressive model for stochastic process

An averaged model is constructed by averaging the model
coefficients of several auto-regressive models of the same
order. An averaged model is created empty, then individual
models are added.

Constructor: AveragedAutoRegressiveModel(|order|, |delta_t|)

Arguments:

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

|delta_t| -- the sampling interval for the time series

Definition at line 214 of file Models.py.


Public Member Functions

def __init__
def __init__
def add
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
 weight

Private Attributes

 _poles

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

Generated by  Doxygen 1.6.0   Back to index