TimeSeries sub-package

The TimeSeriesSRC.TimeSeries sub-package contains the TimesSeries convenience class that wraps the lower-level basefunctions.

class TimeSeriesSRC.TimeSeries.TSAnalysis.TimesSeries

Bases: object

Class contains all the functions for Times Series Analysis

Prediction Model Toolbox. Version 0.1.0 2022 Translation from MatLab to Python

Analysis functions.

gpac - Compute the GPAC for a given autocorrelation function. impest - Estimate impulse response between two time series. parcor - Compute the partial autocorrelation function. partoacf -

Pre and Post Processing.

sdiff - Difference a time series.

Utility functions.

chisqrdf - Calculate Chi square cumulative density function makerow - Convert matrix so that it contains more columns than rows. XCORR - Calculate autocorrelation function

makerow(y)

xcorr(a, b, maxlags, flag)

partoacf(phi, theta, lagmax, var_a)

parcor(acf, nump)

gpac(acf, nrows, ncols)

sdiff(y, d, p)

chisqrdf(q, n)

plotgpac(gpac, title)

impest(u, y, k)

uniAnal(y, na=20, nump=10, nrg=5, ncg=0, diff=[0], per=[], perdsp=1)

multiAnal(u, y, nng=5, ndg=5, nnh=5, ndh=5, lg=20, lh=20)

gcombvec(a1, *argv)