Create a white noise process¶
This example details how to create and manipulate a white noise. A second order white noise is a stochastic process of dimension such that the covariance function where is the covariance matrix of the process at vertex and the Kroenecker function.
A process is a white noise if all finite family of locations , is independent and identically distributed.
The library proposes to model it through the object WhiteNoise defined on a mesh and a distribution with zero mean and finite standard deviation.
If the distribution has a mean different from zero, The library writes message to prevent the User and does not allow the creation of such a white noise.
from __future__ import print_function import openturns as ot import math as m
# Define the distribution sigma = 1.0 dist = ot.Normal(0.0, sigma)
# Define the mesh tgrid = ot.RegularGrid(0.0, 1.0, 100)
# Create the process process = ot.WhiteNoise(dist, tgrid) process
WhiteNoise(Normal(mu = 0, sigma = 1))
# Draw a realization realization = process.getRealization() graph = realization.drawMarginal(0) graph.setTitle('Realization of a white noise with distribution N(0,1)') graph
# Draw a sample sample = process.getSample(5) graph = sample.drawMarginal(0) graph.setTitle(str(sample.getSize()) + ' realizations of a white noise with distribution N(0,1)') for k in range(sample.getSize()): drawable = graph.getDrawable(k) drawable.setLegend('realization ' + str(k+1)) graph.setDrawable(drawable, k) graph