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

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

RandomWalk(*args)

Random walk process.

WhiteNoise

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.