SpectralModelFactory¶
(Source code, png, hires.png, pdf)

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 ddimensional 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)¶

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.
Returns: 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.