%define OT_SpectralModelFactory_doc "Base class for spectral model factory. Parameters ---------- mySpectralModelFactoryImplementation : :class:`~openturns.SpectralModelFactoryImplementation` One spectral factory algorithm. By default, the Welch factory algorithm :class:`~openturns.WelchFactory`. Notes ----- Let :math:`X: \Omega \times \cD \rightarrow \Rset^d` be a multivariate second order stationary process, with zero mean, where :math:`\cD \in \Rset^n`. We only treat here the case where the domain is of dimension 1: :math:`\cD \in \Rset` (*n=1*). If we note :math:`C(\vect{s}, \vect{t})=\Expect{(X_{\vect{s}}-m(\vect{s}))\Tr{(X_{\vect{t}}-m(\vect{t}))}}` its covariance function, then for all :math:`(i,j), C^{stat}_{i,j} : \Rset^n \rightarrow \Rset^n` is :math:`\cL^1(\Rset^n)` (ie :math:`\int_{\Rset^n} |C^{stat}_{i,j}(\vect{\tau})|\di{\vect{\tau}}\, < +\infty`), with :math:`C^{stat}(\vect{\tau}) = C(\vect{s}, \vect{s}+\vect{\tau})` as this quantity does not depend on :math:`\vect{s}`. The bilateral spectral density function :math:`S : \Rset^n \rightarrow \mathcal{H}^+(d)` exists and is defined as the Fourier transform of the covariance function :math:`C^{stat}` : .. math:: \forall \vect{f} \in \Rset^n, \,S(\vect{f}) = \int_{\Rset^n}\exp\left\{-2i\pi <\vect{f},\vect{\tau}> \right\} C^{stat}(\vect{\tau})\di{\vect{\tau}} where :math:`\mathcal{H}^+(d) \in \mathcal{M}_d(\Cset)` is the set of *d*-dimensional positive definite hermitian matrices. Depending on the available data, we proceed differently : -if the data correspond to several independent realizations of the process, the estimation is done using the empirical estimator; - if the data correspond to one realization of the process, we suppose the process is ergodic to split the realization into several ones. " %enddef %feature("docstring") OT::SpectralModelFactoryImplementation OT_SpectralModelFactory_doc // --------------------------------------------------------------------- // --------------------------------------------------------------------- %define OT_SpectralModelFactory_getFFTAlgorithm_doc "Accessor to the FFT algorithm used for the Fourier transform. Returns ------- fftAlgo : :class:`~openturns.FFT` The FFT algorithm used for the Fourier transform. " %enddef %feature("docstring") OT::SpectralModelFactoryImplementation::getFFTAlgorithm OT_SpectralModelFactory_getFFTAlgorithm_doc // --------------------------------------------------------------------- %define OT_SpectralModelFactory_setFFTAlgorithm_doc "Accessor to the FFT algorithm used for the Fourier transform. Parameters ---------- fftAlgo : :class:`~openturns.FFT` The FFT algorithm used for the Fourier transform. " %enddef %feature("docstring") OT::SpectralModelFactoryImplementation::setFFTAlgorithm OT_SpectralModelFactory_setFFTAlgorithm_doc // --------------------------------------------------------------------- %define OT_SpectralModelFactory_build_doc "Estimate the spectral model from data. Available constructors: build(*myTimeSeries*) build(*myProcessSample*) Parameters ---------- myTimeSeries : :class:`~openturns.TimeSeries` The time series from which the spectral model is estimated. myProcessSample : :class:`~openturns.ProcessSample` The sample of time series from which the spectral model is estimated. Returns ------- mySpectralModel : :class:`~openturns.SpectralModel` The estimated spectral model. " %enddef %feature("docstring") OT::SpectralModelFactoryImplementation::build OT_SpectralModelFactory_build_doc