1================== 2Stochastic process 3================== 4 5.. currentmodule:: openturns 6 7General objects 8=============== 9 10.. autosummary:: 11 :toctree: _generated/ 12 :template: Process.rst_t 13 14 Process 15 16 :template: classWithPlot.rst_t 17 Field 18 TimeSeries 19 ProcessSample 20 21Temporal information 22==================== 23 24Refer to :ref:`covariance_model`, :ref:`stationary_covariance_model`. 25 26.. autosummary:: 27 :toctree: _generated/ 28 :template: class.rst_t 29 30 CovarianceModel 31 CovarianceModelFactory 32 33 :template: CovarianceModel.rst_t 34 AbsoluteExponential 35 DiracCovarianceModel 36 ExponentialModel 37 ExponentiallyDampedCosineModel 38 FractionalBrownianMotionModel 39 GeneralizedExponential 40 41 :template: class.rst_t 42 IsotropicCovarianceModel 43 KroneckerCovarianceModel 44 45 :template: CovarianceModel.rst_t 46 MaternModel 47 ProductCovarianceModel 48 RankMCovarianceModel 49 SphericalModel 50 SquaredExponential 51 TensorizedCovarianceModel 52 StationaryFunctionalCovarianceModel 53 54 :template: classWithPlot.rst_t 55 UserDefinedCovarianceModel 56 57 :template: classWithPlot.rst_t 58 UserDefinedStationaryCovarianceModel 59 NonStationaryCovarianceModelFactory 60 StationaryCovarianceModelFactory 61 62Spectral information 63==================== 64 65.. autosummary:: 66 :toctree: _generated/ 67 :template: class.rst_t 68 69 SpectralModel 70 71 :template: SpectralModel.rst_t 72 CauchyModel 73 74 :template: classWithPlot.rst_t 75 UserDefinedSpectralModel 76 SpectralModelFactory 77 WelchFactory 78 79 :template: class.rst_t 80 FilteringWindows 81 82 :template: FilteringWindow.rst_t 83 84 Hann 85 Hamming 86 87Gaussian process 88================ 89 90.. autosummary:: 91 :toctree: _generated/ 92 :template: Process.rst_t 93 94 SpectralGaussianProcess 95 GaussianProcess 96 97 :template: class.rst_t 98 ConditionedGaussianProcess 99 100Functional basis process 101======================== 102 103.. autosummary:: 104 :toctree: _generated/ 105 :template: classWithPlot.rst_t 106 107 FunctionalBasisProcess 108 109Composite process 110================= 111 112.. autosummary:: 113 :toctree: _generated/ 114 :template: classWithPlot.rst_t 115 116 CompositeProcess 117 118Aggregated process 119================== 120 121.. autosummary:: 122 :toctree: _generated/ 123 :template: Process.rst_t 124 125 AggregatedProcess 126 127ARMA 128==== 129 130.. autosummary:: 131 :toctree: _generated/ 132 :template: Process.rst_t 133 134 ARMA 135 136 :template: class.rst_t 137 ARMACoefficients 138 ARMAState 139 140ARMA factory 141============ 142 143.. autosummary:: 144 :toctree: _generated/ 145 :template: class.rst_t 146 147 ARMAFactory 148 WhittleFactoryState 149 WhittleFactory 150 ARMALikelihoodFactory 151 BoxCoxEvaluation 152 InverseBoxCoxEvaluation 153 TrendEvaluation 154 InverseTrendEvaluation 155 156Others 157========== 158 159.. autosummary:: 160 :toctree: _generated/ 161 :template: Process.rst_t 162 163 DiscreteMarkovChain 164 RandomWalk 165 WhiteNoise 166 167 168Check hypothesis on time series 169=============================== 170 171.. autosummary:: 172 :toctree: _generated/ 173 :template: class.rst_t 174 175 DickeyFullerTest 176 177Karhunen Loeve decomposition 178============================ 179 180.. autosummary:: 181 :toctree: _generated/ 182 :template: class.rst_t 183 184 KarhunenLoeveAlgorithm 185 186 :template: classWithPlot.rst_t 187 KarhunenLoeveP1Algorithm 188 KarhunenLoeveQuadratureAlgorithm 189 KarhunenLoeveSVDAlgorithm 190 KarhunenLoeveReduction 191 KarhunenLoeveValidation 192 193 :template: class.rst_t 194 KarhunenLoeveResult 195 KarhunenLoeveProjection 196 KarhunenLoeveLifting 197