Add a trend to a processΒΆ

In this example we are going to add a trend to a process.

The TrendTransform class enables to create a new process Y from a process X (no hypothesis on X needed):

Y(\omega, t) = X(\omega, t) + f(t)

[20]:

from __future__ import print_function
import openturns as ot
import math as m

[21]:

# Create a process
grid = ot.RegularGrid(0.0, 0.1, 10)
amplitude=[5.0]
scale=[0.2]
covModel = ot.ExponentialModel(scale, amplitude)
X = ot.GaussianProcess(covModel, grid)

[22]:

# Draw a sample
sample = X.getSample(6)
sample.setName('X')
sample.drawMarginal(0)

[22]:
../../_images/examples_probabilistic_modeling_add_trend_4_0.png 
[23]:

# Define a trend function
f = ot.SymbolicFunction(['t'], ['30*t'])
fTrend = ot.TrendTransform(f, grid)

[24]:

# Add it to the process
Y = ot.CompositeProcess(fTrend, X)
Y.setName('Y')

[25]:

# Draw a sample
sample = Y.getSample(6)
sample.setName('Y')
sample.drawMarginal(0)

[25]:
../../_images/examples_probabilistic_modeling_add_trend_7_0.png