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.
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.
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.

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(*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.


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.
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.