:orphan:

.. _stochastic_processes:

Stochastic process modeling
===========================



.. raw:: html

    <div class="sphx-glr-thumbnails">

.. thumbnail-parent-div-open

.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Add a trend to a process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_add_trend_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_add_trend`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Add a trend to a process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a functional basis process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_functional_basis_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_functional_basis_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a functional basis process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Export a field to VTK">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_export_field_vtk_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_export_field_vtk`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Export a field to VTK</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a parametric spectral density function">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_parametric_spectral_density_thumb.png
    :alt:

  :doc:`/auto_stochastic_processes/plot_parametric_spectral_density`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a parametric spectral density function</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a stationary covariance model">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_create_stationary_covmodel_thumb.png
    :alt:

  :doc:`/auto_stochastic_processes/plot_create_stationary_covmodel`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a stationary covariance model</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Aggregate processes">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_aggregated_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_aggregated_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Aggregate processes</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a white noise process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_white_noise_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_white_noise_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a white noise process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Manipulate a time series">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_timeseries_manipulation_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_timeseries_manipulation`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Manipulate a time series</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Use the Box-Cox transformation">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_box_cox_transform_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_box_cox_transform`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Use the Box-Cox transformation</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a Gaussian process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_create_normal_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_create_normal_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a Gaussian process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a random walk process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_random_walk_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_random_walk_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a random walk process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Draw a field">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_field_manipulation_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_field_manipulation`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Draw a field</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a spectral model">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_userdefined_spectral_model_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_userdefined_spectral_model`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a spectral model</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a process from random vectors and processes">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_mix_rv_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_mix_rv_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a process from random vectors and processes</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="A KroneckerCovarianceModel takes a covariance function with 1-d output and makes its output multidimensional.">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_kronecker_covmodel_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_kronecker_covmodel`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Sample trajectories from a Gaussian Process with correlated outputs</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a custom covariance model">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_userdefined_covariance_model_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_userdefined_covariance_model`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a custom covariance model</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Manipulate stochastic processes">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_process_manipulation_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_process_manipulation`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Manipulate stochastic processes</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a discrete Markov chain process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_discrete_markov_chain_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_discrete_markov_chain_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a discrete Markov chain process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create and manipulate an ARMA process">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_create_and_manipulate_arma_process_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_create_and_manipulate_arma_process`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create and manipulate an ARMA process</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Trend computation">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_trend_transform_thumb.png
    :alt:

  :doc:`/auto_stochastic_processes/plot_trend_transform`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Trend computation</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Compare covariance models">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_gaussian_processes_comparison_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_gaussian_processes_comparison`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Compare covariance models</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Create a mesh">

.. only:: html

  .. image:: /auto_stochastic_processes/images/thumb/sphx_glr_plot_create_mesh_thumb.svg
    :alt:

  :doc:`/auto_stochastic_processes/plot_create_mesh`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Create a mesh</div>
    </div>


.. thumbnail-parent-div-close

.. raw:: html

    </div>


.. toctree::
   :hidden:

   /auto_stochastic_processes/plot_add_trend
   /auto_stochastic_processes/plot_functional_basis_process
   /auto_stochastic_processes/plot_export_field_vtk
   /auto_stochastic_processes/plot_parametric_spectral_density
   /auto_stochastic_processes/plot_create_stationary_covmodel
   /auto_stochastic_processes/plot_aggregated_process
   /auto_stochastic_processes/plot_white_noise_process
   /auto_stochastic_processes/plot_timeseries_manipulation
   /auto_stochastic_processes/plot_box_cox_transform
   /auto_stochastic_processes/plot_create_normal_process
   /auto_stochastic_processes/plot_random_walk_process
   /auto_stochastic_processes/plot_field_manipulation
   /auto_stochastic_processes/plot_userdefined_spectral_model
   /auto_stochastic_processes/plot_mix_rv_process
   /auto_stochastic_processes/plot_kronecker_covmodel
   /auto_stochastic_processes/plot_userdefined_covariance_model
   /auto_stochastic_processes/plot_process_manipulation
   /auto_stochastic_processes/plot_discrete_markov_chain_process
   /auto_stochastic_processes/plot_create_and_manipulate_arma_process
   /auto_stochastic_processes/plot_trend_transform
   /auto_stochastic_processes/plot_gaussian_processes_comparison
   /auto_stochastic_processes/plot_create_mesh