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
|
#! /usr/bin/env python
import openturns as ot
ot.TESTPREAMBLE()
# Tmin , time step and step number for TimeGrid
Tmin = 0.0
deltaT = 1.0
N = 11
timeGrid = ot.RegularGrid(Tmin, deltaT, N)
# Fixing the distribution for the RandomWalk
dist = ot.Distribution(ot.Uniform())
print("dist = ", dist)
origin = ot.Point(dist.getDimension())
# Building a random walk
process = ot.RandomWalk(origin, dist)
# print the process
process.setTimeGrid(timeGrid)
print("process = ", process)
# Get a realization of the process
timeSerie = process.getRealization()
print("timeSerie = ", timeSerie)
# Some steps further
stepNumber = 4
print("One future=", process.getFuture(stepNumber))
size = 3
print("Some futures=", process.getFuture(stepNumber, size))
|
