FunctionalBasisProcess¶

class FunctionalBasisProcess(*args)¶

Functional basis process.

Parameters

distributionDistribution: The distribution of the random vector $\vect{A}=(A_1,\dots, A_K)$ .
basissequence of Function: Collection of deterministic functions.
meshMesh: Mesh $\cM$ over which the domain $\cD$ is discretized.

Notes

A functional basis process $X: \Omega \times\cD \mapsto \Rset^d$ where $\cD \in \Rset^n$ , writes:

$X(\omega,\vect{t})=\sum_{i=1}^K A_i(\omega)\phi_i(\vect{t}) \quad \forall \omega \in \Omega and \forall \vect{t} \in \cD$

with $\phi_i: \Rset^n \rightarrow \Rset^d$ for $1 \leq i \leq K$ and $\vect{A}=(A_1,\dots, A_K)$ a random vector of dimension $K$ .

Examples

Create the coefficients distribution:

>>> import openturns as ot
>>> coefDist = ot.Normal([2]*2, [5]*2, ot.CorrelationMatrix(2))

Create a basis of functions:

>>> phi_1 = ot.SymbolicFunction(['t'], ['sin(t)'])
>>> phi_2 = ot.SymbolicFunction(['t'], ['cos(t)*cos(t)'])
>>> myBasis = ot.Basis([phi_1, phi_2])

Create a mesh:

>>> myMesh = ot.RegularGrid(0.0, 0.1, 10)

Create the functional basis process:

>>> myFBProcess = ot.FunctionalBasisProcess(coefDist, myBasis, myMesh)

Methods

`getBasis`(self)	Get the basis of deterministic functions.
`getClassName`(self)	Accessor to the object’s name.
`getContinuousRealization`(self)	Get a continuous realization.
`getCovarianceModel`(self)	Accessor to the covariance model.
`getDescription`(self)	Get the description of the process.
`getDistribution`(self)	Get the coefficients distribution.
`getFuture`(self, \*args)	Prediction of the $N$ future iterations of the process.
`getId`(self)	Accessor to the object’s id.
`getInputDimension`(self)	Get the dimension of the domain $\cD$ .
`getMarginal`(self, indices)	Get the $k^{th}$ marginal of the random process.
`getMesh`(self)	Get the mesh.
`getName`(self)	Accessor to the object’s name.
`getOutputDimension`(self)	Get the dimension of the domain $\cD$ .
`getRealization`(self)	Get a realization of the process.
`getSample`(self, size)	Get $n$ realizations of the process.
`getShadowedId`(self)	Accessor to the object’s shadowed id.
`getTimeGrid`(self)	Get the time grid of observation of the process.
`getTrend`(self)	Accessor to the trend.
`getVisibility`(self)	Accessor to the object’s visibility state.
`hasName`(self)	Test if the object is named.
`hasVisibleName`(self)	Test if the object has a distinguishable name.
`isComposite`(self)	Test whether the process is composite or not.
`isNormal`(self)	Test whether the process is normal or not.
`isStationary`(self)	Test whether the process is stationary or not.
`setBasis`(self, basis)	Set the basis of deterministic functions.
`setDescription`(self, description)	Set the description of the process.
`setDistribution`(self, distribution)	Set the coefficients distribution.
`setMesh`(self, mesh)	Set the mesh.
`setName`(self, name)	Accessor to the object’s name.
`setShadowedId`(self, id)	Accessor to the object’s shadowed id.
`setTimeGrid`(self, timeGrid)	Set the time grid of observation of the process.
`setVisibility`(self, visible)	Accessor to the object’s visibility state.

__init__(self, \*args)¶: Initialize self. See help(type(self)) for accurate signature.

getBasis(self)¶

Get the basis of deterministic functions.

Returns

basiscollection of Function: Collection of functions $(\phi_i)_{1 \leq i \leq K}$ .

getClassName(self)¶

Accessor to the object’s name.

Returns

class_namestr: The object class name (object.__class__.__name__).

getContinuousRealization(self)¶

Get a continuous realization.

Returns

realizationFunction

According to the process, the continuous realizations are built:

either using a dedicated functional model if it exists: e.g. a functional basis process.
or using an interpolation from a discrete realization of the process on $\cM$ : in dimension $d=1$ , a linear interpolation and in dimension $d \geq 2$ , a piecewise constant function (the value at a given position is equal to the value at the nearest vertex of the mesh of the process).

getCovarianceModel(self)¶

Accessor to the covariance model.

Returns

cov_modelCovarianceModel: Covariance model, if any.

getDescription(self)¶

Get the description of the process.

Returns

descriptionDescription: Description of the process.

getDistribution(self)¶

Get the coefficients distribution.

Returns

distributionDistribution: The distribution of the random vector $\vect{A}=(A_1,\dots, A_K)$ of dimension $K$ .

getFuture(self, \*args)¶

Prediction of the $N$ future iterations of the process.

Parameters

stepNumberint, $N \geq 0$: Number of future steps.
sizeint, $size \geq 0$ , optional: Number of futures needed. Default is 1.

Returns

predictionProcessSample or TimeSeries: $N$ future iterations of the process. If $size = 1$ , prediction is a TimeSeries. Otherwise, it is a ProcessSample.

getId(self)¶

Accessor to the object’s id.

Returns

idint: Internal unique identifier.

getInputDimension(self)¶

Get the dimension of the domain $\cD$ .

Returns

nint: Dimension of the domain $\cD$ : $n$ .

getMarginal(self, indices)¶

Get the $k^{th}$ marginal of the random process.

Parameters

kint or list of ints $0 \leq k < d$: Index of the marginal(s) needed.

Returns

marginalsProcess: Process defined with marginal(s) of the random process.

getMesh(self)¶

Get the mesh.

Returns

meshMesh: Mesh over which the domain $\cD$ is discretized.

getName(self)¶

Accessor to the object’s name.

Returns

namestr: The name of the object.

getOutputDimension(self)¶

Get the dimension of the domain $\cD$ .

Returns

dint: Dimension of the domain $\cD$ .

getRealization(self)¶

Get a realization of the process.

Returns

realizationField: Contains a mesh over which the process is discretized and the values of the process at the vertices of the mesh.

getSample(self, size)¶

Get $n$ realizations of the process.

Parameters

nint, $n \geq 0$: Number of realizations of the process needed.

Returns

processSampleProcessSample: $n$ realizations of the random process. A process sample is a collection of fields which share the same mesh $\cM \in \Rset^n$ .

getShadowedId(self)¶

Accessor to the object’s shadowed id.

Returns

idint: Internal unique identifier.

getTimeGrid(self)¶

Get the time grid of observation of the process.

Returns

timeGridRegularGrid: Time grid of a process when the mesh associated to the process can be interpreted as a RegularGrid. We check if the vertices of the mesh are scalar and are regularly spaced in $\Rset$ but we don’t check if the connectivity of the mesh is conform to the one of a regular grid (without any hole and composed of ordered instants).

getTrend(self)¶

Accessor to the trend.

Returns

trendTrendTransform: Trend, if any.

getVisibility(self)¶

Accessor to the object’s visibility state.

Returns

visiblebool: Visibility flag.

hasName(self)¶

Test if the object is named.

Returns

hasNamebool: True if the name is not empty.

hasVisibleName(self)¶

Test if the object has a distinguishable name.

Returns

hasVisibleNamebool: True if the name is not empty and not the default one.

isComposite(self)¶

Test whether the process is composite or not.

Returns

isCompositebool: True if the process is composite (built upon a function and a process).

isNormal(self)¶

Test whether the process is normal or not.

Returns

isNormalbool: True if the process is normal.

Notes

A stochastic process is normal if all its finite dimensional joint distributions are normal, which means that for all $k \in \Nset$ and $I_k \in \Nset^*$ , with $cardI_k=k$ , there is $\vect{m}_1, \dots, \vect{m}_k \in \Rset^d$ and $\mat{C}_{1,\dots,k}\in\mathcal{M}_{kd,kd}(\Rset)$ such that:

$\Expect{\exp\left\{i\Tr{\vect{X}}_{I_k} \vect{U}_{k} \right\}} = \exp{\left\{i\Tr{\vect{U}}_{k}\vect{M}_{k}-\frac{1}{2}\Tr{\vect{U}}_{k}\mat{C}_{1,\dots,k}\vect{U}_{k}\right\}}$

where $\Tr{\vect{X}}_{I_k} = (\Tr{X}_{\vect{t}_1}, \hdots, \Tr{X}_{\vect{t}_k})$ , $\\Tr{vect{U}}_{k} = (\Tr{\vect{u}}_{1}, \hdots, \Tr{\vect{u}}_{k})$ and $\Tr{\vect{M}}_{k} = (\Tr{\vect{m}}_{1}, \hdots, \Tr{\vect{m}}_{k})$ and $\mat{C}_{1,\dots,k}$ is the symmetric matrix:

$\mat{C}_{1,\dots,k} = \left( \begin{array}{cccc} C(\vect{t}_1, \vect{t}_1) &C(\vect{t}_1, \vect{t}_2) & \hdots & C(\vect{t}_1, \vect{t}_{k}) \\ \hdots & C(\vect{t}_2, \vect{t}_2) & \hdots & C(\vect{t}_2, \vect{t}_{k}) \\ \hdots & \hdots & \hdots & \hdots \\ \hdots & \hdots & \hdots & C(\vect{t}_{k}, \vect{t}_{k}) \end{array} \right)$

A Gaussian process is entirely defined by its mean function $m$ and its covariance function $C$ (or correlation function $R$ ).

isStationary(self)¶

Test whether the process is stationary or not.

Returns

isStationarybool: True if the process is stationary.

Notes

A process $X$ is stationary if its distribution is invariant by translation: $\forall k \in \Nset$ , $\forall (\vect{t}_1, \dots, \vect{t}_k) \in \cD$ , $\forall \vect{h}\in \Rset^n$ , we have:

$(X_{\vect{t}_1}, \dots, X_{\vect{t}_k}) \stackrel{\mathcal{D}}{=} (X_{\vect{t}_1+\vect{h}}, \dots, X_{\vect{t}_k+\vect{h}})$

setBasis(self, basis)¶

Set the basis of deterministic functions.

Parameters

basissequence of Function: Collection of functions $(\phi_i)_{1 \leq i \leq K}$ .

setDescription(self, description)¶

Set the description of the process.

Parameters

descriptionsequence of str: Description of the process.

setDistribution(self, distribution)¶

Set the coefficients distribution.

Parameters

distributionDistribution: The distribution of the random vector $\vect{A}=(A_1,\dots, A_K)$ of dimension $K$ .

setMesh(self, mesh)¶

Set the mesh.

Parameters

meshMesh: Mesh over which the domain $\cD$ is discretized.

setName(self, name)¶

Accessor to the object’s name.

Parameters

namestr: The name of the object.

setShadowedId(self, id)¶

Accessor to the object’s shadowed id.

Parameters

idint: Internal unique identifier.

setTimeGrid(self, timeGrid)¶

Set the time grid of observation of the process.

Returns

timeGridRegularGrid: Time grid of observation of the process when the mesh associated to the process can be interpreted as a RegularGrid. We check if the vertices of the mesh are scalar and are regularly spaced in $\Rset$ but we don’t check if the connectivity of the mesh is conform to the one of a regular grid (without any hole and composed of ordered instants).

setVisibility(self, visible)¶

Accessor to the object’s visibility state.

Parameters

visiblebool: Visibility flag.

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