1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36
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process = FunctionalBasisProcess(distribution=JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 2), Normal(mu = 0, sigma = 3), Normal(mu = 0, sigma = 4), Normal(mu = 0, sigma = 5), Normal(mu = 0, sigma = 6), Normal(mu = 0, sigma = 7), Normal(mu = 0, sigma = 8), Normal(mu = 0, sigma = 9), Normal(mu = 0, sigma = 10), IndependentCopula(dimension = 10)), basis=[[x]->[sin(0*x)],[x]->[sin(1*x)],[x]->[sin(2*x)],[x]->[sin(3*x)],[x]->[sin(4*x)],[x]->[sin(5*x)],[x]->[sin(6*x)],[x]->[sin(7*x)],[x]->[sin(8*x)],[x]->[sin(9*x)]]#10)
timeSerie = [ t y0 ]
0 : [ 0 0 ]
1 : [ 0.1 15.1214 ]
2 : [ 0.2 19.6823 ]
3 : [ 0.3 10.0388 ]
4 : [ 0.4 -8.19027 ]
5 : [ 0.5 -23.8303 ]
6 : [ 0.6 -27.3493 ]
7 : [ 0.7 -16.7578 ]
8 : [ 0.8 1.53599 ]
9 : [ 0.9 17.1672 ]
10 : [ 1 22.3299 ]
One future= [ t v0 ]
0 : [ 1.1 16.0431 ]
1 : [ 1.2 3.69774 ]
2 : [ 1.3 -7.2426 ]
3 : [ 1.4 -12.0885 ]
Some futures= [field 0:
[ t v0 ]
0 : [ 1.1 16.0431 ]
1 : [ 1.2 3.69774 ]
2 : [ 1.3 -7.2426 ]
3 : [ 1.4 -12.0885 ]
field 1:
[ t v0 ]
0 : [ 1.1 16.0431 ]
1 : [ 1.2 3.69774 ]
2 : [ 1.3 -7.2426 ]
3 : [ 1.4 -12.0885 ]
field 2:
[ t v0 ]
0 : [ 1.1 16.0431 ]
1 : [ 1.2 3.69774 ]
2 : [ 1.3 -7.2426 ]
3 : [ 1.4 -12.0885 ]]
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