ARMAState

class ARMAState(*args)

Last state recorded of an ARMA process.

Parameters:
valuesSample

Last p values of the ARMA(p,q) process of dimension d.

noisesSample

Last q values of the white noise defining the ARMA(p,q) process of dimension d.

Examples

Define a state of an ARMA(4,2) process of dimension 1:

>>> import openturns as ot
>>> myLastValues = ot.Sample([[0.6], [0.7], [0.3], [0.2]])
>>> myLastNoiseValues = ot.Sample([[1.2], [1.8]])
>>> myARMAState = ot.ARMAState(myLastValues, myLastNoiseValues)

Methods

getClassName()

Accessor to the object's name.

getDimension()

Accessor to the dimension of coefficients in the list.

getEpsilon()

Accessor to the last values of the noise defining the ARMA process.

getName()

Accessor to the object's name.

getX()

Accessor to the last values of the ARMA process.

hasName()

Test if the object is named.

setName(name)

Accessor to the object's name.

setXEpsilon(x, epsilon)

Accessor to the last values of the noise defining the ARMA process.
__init__(*args)
getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getDimension()

Accessor to the dimension of coefficients in the list.

Returns:
dimensionint

The dimension d of the ARMA process.

getEpsilon()

Accessor to the last values of the noise defining the ARMA process.

Returns:
noisesSample of size q and dimension d

Last q values of the white noise of the ARMA(p,q) process of dimension d.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getX()

Accessor to the last values of the ARMA process.

Returns:
valuesSample of size p and dimension d

Last p values of the ARMA(p,q) process of dimension d.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setXEpsilon(x, epsilon)

Accessor to the last values of the noise defining the ARMA process.

Parameters:
valuesSample of size p and dimension d

Last p values of the ARMA(p,q) process of dimension d.

noisesSample of size q and dimension d

Last q values of the white noise of the ARMA(p,q) process of dimension d.

Examples using the class

Create and manipulate an ARMA process

Create and manipulate an ARMA process