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

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


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|)


|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


Private Attributes


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

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