|
__init__(self,
order,
data,
delta_t=1)
|
|
_findCoefficients(self,
data)
|
|
_setTrajectory(self,
data)
|
Scientific.Functions.Interpolation.InterpolatingFunction
|
correlation(self,
nsteps)
Returns
the autocorrelation function of the process as estimated from the
AR model
|
|
frictionConstant(self)
Returns
the friction constant of the process, i.e.
|
Scientific.Functions.Interpolation.InterpolatingFunction
|
memoryFunction(self,
nsteps)
Returns
the memory function of the process as estimated from the AR
model
|
Scientific.Function.Rational.RationalFunction
|
memoryFunctionZ(self)
Returns
the z-transform of the process' memory
function
|
Scientific.Function.Rational.RationalFunction
|
memoryFunctionZapprox(self,
den_order)
Returns
an approximation to the z-transform of the
process' memory function that correponds to an expansion of the
denominator up to order den_order
|
Numeric.array of complex
|
poles(self)
Returns
the poles of the model in the complex z-plane
|
float or complex
|
predictStep(self)
Calculates the linear prediction of the next step in the
series.
|
Numeric.array of float
|
spectrum(self,
omega)
Returns
the frequency spectrum of the process
|