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|
==================
Stochastic process
==================
.. currentmodule:: openturns
General objects
===============
.. autosummary::
:toctree: _generated/
:template: Process.rst_t
Process
:template: classWithPlot.rst_t
Field
TimeSeries
ProcessSample
Temporal information
====================
Refer to :ref:`covariance_model`, :ref:`stationary_covariance_model`.
.. autosummary::
:toctree: _generated/
:template: class.rst_t
CovarianceModel
CovarianceModelFactory
:template: CovarianceModel.rst_t
AbsoluteExponential
DiracCovarianceModel
ExponentialModel
ExponentiallyDampedCosineModel
FractionalBrownianMotionModel
GeneralizedExponential
:template: class.rst_t
IsotropicCovarianceModel
KroneckerCovarianceModel
:template: CovarianceModel.rst_t
MaternModel
ProductCovarianceModel
RankMCovarianceModel
SphericalModel
SquaredExponential
TensorizedCovarianceModel
StationaryFunctionalCovarianceModel
:template: classWithPlot.rst_t
UserDefinedCovarianceModel
:template: classWithPlot.rst_t
UserDefinedStationaryCovarianceModel
NonStationaryCovarianceModelFactory
StationaryCovarianceModelFactory
Categorical variables
=====================
.. autosummary::
:toctree: _generated/
:template: class.rst_t
experimental.LatentVariableModel
Spectral information
====================
.. autosummary::
:toctree: _generated/
:template: class.rst_t
SpectralModel
:template: SpectralModel.rst_t
CauchyModel
:template: classWithPlot.rst_t
UserDefinedSpectralModel
SpectralModelFactory
WelchFactory
:template: class.rst_t
FilteringWindows
:template: FilteringWindow.rst_t
Hann
Hamming
Gaussian process
================
.. autosummary::
:toctree: _generated/
:template: Process.rst_t
SpectralGaussianProcess
GaussianProcess
:template: class.rst_t
ConditionedGaussianProcess
Functional basis process
========================
.. autosummary::
:toctree: _generated/
:template: classWithPlot.rst_t
FunctionalBasisProcess
Composite process
=================
.. autosummary::
:toctree: _generated/
:template: classWithPlot.rst_t
CompositeProcess
Aggregated process
==================
.. autosummary::
:toctree: _generated/
:template: Process.rst_t
AggregatedProcess
ARMA
====
.. autosummary::
:toctree: _generated/
:template: Process.rst_t
ARMA
:template: class.rst_t
ARMACoefficients
ARMAState
ARMA factory
============
.. autosummary::
:toctree: _generated/
:template: class.rst_t
ARMAFactory
WhittleFactoryState
WhittleFactory
ARMALikelihoodFactory
BoxCoxEvaluation
InverseBoxCoxEvaluation
TrendEvaluation
InverseTrendEvaluation
Others
==========
.. autosummary::
:toctree: _generated/
:template: Process.rst_t
DiscreteMarkovChain
RandomWalk
WhiteNoise
Check hypothesis on time series
===============================
.. autosummary::
:toctree: _generated/
:template: class.rst_t
DickeyFullerTest
Karhunen-Loeve decomposition
============================
.. autosummary::
:toctree: _generated/
:template: class.rst_t
KarhunenLoeveAlgorithm
:template: classWithPlot.rst_t
KarhunenLoeveP1Algorithm
KarhunenLoeveQuadratureAlgorithm
KarhunenLoeveSVDAlgorithm
KarhunenLoeveReduction
KarhunenLoeveValidation
:template: class.rst_t
KarhunenLoeveResult
KarhunenLoeveProjection
KarhunenLoeveLifting
|
