Stochastic process

General objects

Process(*args)	Base class for stochastic processes.
Field(*args)	Base class for Fields.
TimeSeries(*args)	Time series.
ProcessSample(*args)	Collection of fields.

Temporal information

Refer to Covariance models, Parametric stationary covariance models.

CovarianceModel(*args)	Covariance model.
CovarianceModelFactory(*args)	Estimation of the covariance model of a process.
AbsoluteExponential(*args)	Absolute exponential covariance function.
DiracCovarianceModel(*args)	Dirac covariance function.
ExponentialModel(*args)	Multivariate stationary exponential covariance function.
ExponentiallyDampedCosineModel(*args)	Exponentially damped cosine covariance function.
FractionalBrownianMotionModel(*args)	Multivariate fractional Brownian motion covariance function.
GeneralizedExponential(*args)	Absolute exponential covariance function.
IsotropicCovarianceModel(*args)	Isotropic covariance kernel.
KroneckerCovarianceModel(*args)	Multivariate stationary Kronecker covariance function.
MaternModel(*args)	Matern covariance function.
ProductCovarianceModel(*args)	Univariate covariance function defined as a product.
RankMCovarianceModel(*args)	Covariance function of finite rank.
SphericalModel(*args)	Spherical covariance function.
SquaredExponential(*args)	Squared exponential covariance function.
TensorizedCovarianceModel(*args)	Multivariate covariance function defined as a tensorization of covariance models.
StationaryFunctionalCovarianceModel(*args)	Stationary functional covariance function.
UserDefinedCovarianceModel(*args)	Covariance model defined by the User.
UserDefinedStationaryCovarianceModel(*args)	Stationary covariance model defined by the User.
NonStationaryCovarianceModelFactory()	Estimation of a non stationary covariance model.
StationaryCovarianceModelFactory(*args)	Estimation of the covariance model of a stationary process.

Categorical variables

experimental.LatentVariableModel(*args)

Latent variable covariance function.

Spectral information

SpectralModel(*args)	Spectral density model.
CauchyModel(*args)	Cauchy spectral model.
UserDefinedSpectralModel(*args)	Spectral model defined by the User.
SpectralModelFactory(*args)	Base class for spectral model factory.
WelchFactory(*args)	Welch estimator of the spectral model of a stationary process.
FilteringWindows(*args)	Base class for filtering windows.
Hann(*args)	Hann filtering windows.
Hamming(*args)	Hamming filtering windows.

Gaussian process

SpectralGaussianProcess(*args)	Spectral Gaussian process.
GaussianProcess(*args)	Gaussian processes.
ConditionedGaussianProcess(*args)	Conditioned Gaussian process.

Functional basis process

FunctionalBasisProcess(*args)

Functional basis process.

Composite process

CompositeProcess(*args)

Process obtained by transformation.

Aggregated process

AggregatedProcess(*args)

Aggregation of several processes in one process.

ARMA

ARMA(*args)	ARMA process.
ARMACoefficients(*args)	Coefficients of an ARMA process (MA or AR part).
ARMAState(*args)	Last state recorded of an ARMA process.

ARMA factory

ARMAFactory(*args)	Base class for ARMA models factory.
WhittleFactoryState(*args)	Last state recorded of a scalar ARMA process.
WhittleFactory(*args)	Whittle estimator of a scalar ARMA Gaussian process.
ARMALikelihoodFactory(*args)	Maximum likelihood estimator of a multivariate ARMA Gaussian process.
BoxCoxEvaluation(*args)	Proxy of C++ OT::BoxCoxEvaluation.
InverseBoxCoxEvaluation(*args)	Proxy of C++ OT::InverseBoxCoxEvaluation.
TrendEvaluation(*args)	Proxy of C++ OT::TrendEvaluation.
InverseTrendEvaluation(*args)	Proxy of C++ OT::InverseTrendEvaluation.

Others

DiscreteMarkovChain(*args)	Discrete Markov chain process.
RandomWalk(*args)	Random walk process.
WhiteNoise(*args)	White Noise process.

Check hypothesis on time series

DickeyFullerTest(*args)

The Dickey-Fuller stationarity test.

Karhunen-Loeve decomposition

KarhunenLoeveAlgorithm(*args)	Base class for Karhunen-Loeve algorithms.
KarhunenLoeveP1Algorithm(*args)	Computation of Karhunen-Loeve decomposition using P1 approximation.
KarhunenLoeveQuadratureAlgorithm(*args)	Computation of Karhunen-Loeve decomposition using Quadrature approximation.
KarhunenLoeveSVDAlgorithm(*args)	Computation of Karhunen-Loeve decomposition using SVD approximation.
KarhunenLoeveReduction(*args)	Perform the reduction of a field.
KarhunenLoeveValidation(*args)	Karhunen-Loeve decomposition validation services.
KarhunenLoeveResult(*args)	Result structure of a Karhunen-Loeve algorithm.
KarhunenLoeveProjection(*args)	Function dedicated to the projection of fields on a Karhunen-Loeve basis.
KarhunenLoeveLifting(*args)	Function dedicated to the lift of Karhunen-Loeve coefficients into a field.