# SpectralModelFactory¶

class SpectralModelFactory(*args)

Base class for spectral model factory.

Parameters: mySpectralModelFactoryImplementation : SpectralModelFactoryImplementation One spectral factory algorithm. By default, the Welch factory algorithm WelchFactory.

Notes

Let be a multivariate second order stationary process, with zero mean, where . We only treat here the case where the domain is of dimension 1: (n=1).

If we note its covariance function, then for all is (ie ), with as this quantity does not depend on .

The bilateral spectral density function exists and is defined as the Fourier transform of the covariance function :

where is the set of d-dimensional positive definite hermitian matrices.

Depending on the available data, we proceed differently :

-if the data correspond to several independent realizations of the process, the estimation is done using the empirical estimator;

• if the data correspond to one realization of the process, we suppose the process is ergodic to split the realization into several ones.

Methods

 build(*args) Estimate the spectral model from data. getClassName() Accessor to the object’s name. getFFTAlgorithm() Accessor to the FFT algorithm used for the Fourier transform. getId() Accessor to the object’s id. getImplementation(*args) Accessor to the underlying implementation. getName() Accessor to the object’s name. setFFTAlgorithm(fft) Accessor to the FFT algorithm used for the Fourier transform. setName(name) Accessor to the object’s name.
__init__(*args)

Initialize self. See help(type(self)) for accurate signature.

build(*args)

Estimate the spectral model from data.

Available constructors:

build(myTimeSeries)

build(myProcessSample)

Parameters: myTimeSeries : TimeSeries The time series from which the spectral model is estimated. myProcessSample : ProcessSample The sample of time series from which the spectral model is estimated. mySpectralModel : SpectralModel The estimated spectral model.
getClassName()

Accessor to the object’s name.

Returns: class_name : str The object class name (object.__class__.__name__).
getFFTAlgorithm()

Accessor to the FFT algorithm used for the Fourier transform.

Returns: fftAlgo : FFT The FFT algorithm used for the Fourier transform.
getId()

Accessor to the object’s id.

Returns: id : int Internal unique identifier.
getImplementation(*args)

Accessor to the underlying implementation.

Returns: impl : Implementation The implementation class.
getName()

Accessor to the object’s name.

Returns: name : str The name of the object.
setFFTAlgorithm(fft)

Accessor to the FFT algorithm used for the Fourier transform.

Parameters: fftAlgo : FFT The FFT algorithm used for the Fourier transform.
setName(name)

Accessor to the object’s name.

Parameters: name : str The name of the object.