ARMAState

class ARMAState(*args)

Last state recorded of an ARMA process.

Parameters
valuesSample

Last p values of the ARMA(p,q) process of dimension d.

noisesSample

Last q values of the white noise defining the ARMA(p,q) process of dimension d.

Examples

Define a state of an ARMA(4,2) process of dimension 1:

>>> import openturns as ot
>>> myLastValues = ot.Sample([[0.6], [0.7], [0.3], [0.2]])
>>> myLastNoiseValues = ot.Sample([[1.2], [1.8]])
>>> myARMAState = ot.ARMAState(myLastValues, myLastNoiseValues)

Methods

getClassName()

Accessor to the object’s name.

getDimension()

Accessor to the dimension of coefficients in the list.

getEpsilon()

Accessor to the last values of the noise defining the ARMA process.

getId()

Accessor to the object’s id.

getName()

Accessor to the object’s name.

getShadowedId()

Accessor to the object’s shadowed id.

getVisibility()

Accessor to the object’s visibility state.

getX()

Accessor to the last values of the ARMA process.

hasName()

Test if the object is named.

hasVisibleName()

Test if the object has a distinguishable name.

setName(name)

Accessor to the object’s name.

setShadowedId(id)

Accessor to the object’s shadowed id.

setVisibility(visible)

Accessor to the object’s visibility state.

setXEpsilon(x, epsilon)

Accessor to the last values of the noise defining the ARMA process.
__init__(*args)

Initialize self. See help(type(self)) for accurate signature.

getClassName()

Accessor to the object’s name.

Returns
class_namestr

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

getDimension()

Accessor to the dimension of coefficients in the list.

Returns
dimensionint

The dimension d of the ARMA process.

getEpsilon()

Accessor to the last values of the noise defining the ARMA process.

Returns
noisesSample of size q and dimension d

Last q values of the white noise of the ARMA(p,q) process of dimension d.

getId()

Accessor to the object’s id.

Returns
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns
namestr

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns
idint

Internal unique identifier.

getVisibility()

Accessor to the object’s visibility state.

Returns
visiblebool

Visibility flag.

getX()

Accessor to the last values of the ARMA process.

Returns
valuesSample of size p and dimension d

Last p values of the ARMA(p,q) process of dimension d.

hasName()

Test if the object is named.

Returns
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns
hasVisibleNamebool

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

setName(name)

Accessor to the object’s name.

Parameters
namestr

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters
idint

Internal unique identifier.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters
visiblebool

Visibility flag.

setXEpsilon(x, epsilon)

Accessor to the last values of the noise defining the ARMA process.

Parameters
valuesSample of size p and dimension d

Last p values of the ARMA(p,q) process of dimension d.

noisesSample of size q and dimension d

Last q values of the white noise of the ARMA(p,q) process of dimension d.