================== 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 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