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

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.
GeneralizedExponential(*args) Absolute exponential covariance function.
MaternModel(*args) Matern covariance function.
ProductCovarianceModel(*args) Univariate covariance function defined as a product.
SphericalModel(*args) Spherical covariance function.
SquaredExponential(*args) Squared exponential covariance function.
TensorizedCovarianceModel(*args) Multivariate covariance function defined as a tensorization of covariance models.
UserDefinedCovarianceModel(*args) Covariance model defined by the User.
StationaryCovarianceModel(*args) Proxy of C++ OT::StationaryCovarianceModel
UserDefinedStationaryCovarianceModel(*args) Stationary covariance model defined by the User.
NonStationaryCovarianceModelFactory(*args) Estimation of a non stationary covariance model.
StationaryCovarianceModelFactory(*args) Estimation of the covariance model of a stationary process.

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.
Hanning(*args) Hanning filtering windows.
Hamming(*args) Hamming filtering windows.

Normal process

SpectralNormalProcess(*args) Spectral normal process.
TemporalNormalProcess(*args) Temporal normal processes.
ConditionedNormalProcess(*args) Conditioned normal 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(*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 normal process.
ARMALikelihoodFactory(*args) Maximum likelihood estimator of a multivariate ARMA normal process.
BoxCoxEvaluationImplementation(*args) Proxy of C++ OT::BoxCoxEvaluationImplementation
InverseBoxCoxEvaluationImplementation(*args) Proxy of C++ OT::InverseBoxCoxEvaluationImplementation
TrendEvaluationImplementation(*args) Proxy of C++ OT::TrendEvaluationImplementation
InverseTrendEvaluationImplementation(*args) Proxy of C++ OT::InverseTrendEvaluationImplementation


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.
KarhunenLoeveP1Factory(*args) Computation of Karhunen-Loeve decomposition using P1 approximation.
KarhunenLoeveQuadratureAlgorithm(*args) Computation of Karhunen-Loeve decomposition using Quadrature approximation.
KarhunenLoeveQuadratureFactory(*args) Computation of Karhunen-Loeve decomposition using Quadrature approximation.
KarhunenLoeveResult(*args) Result structure of a Karhunen Loeve algorithm.