pastas.noisemodels.ArmaNoiseModel

class pastas.noisemodels.ArmaNoiseModel(name: str = 'noise', norm: bool = True)

ARMA(1,1) Noise model to simulate the noise as defined in Collenteur et al. [2021].

Notes

Calculates the noise according to:

\[\upsilon_t = r_t - r_{t-1} e^{-\Delta t/\alpha} - \upsilon_{t-1} e^{-\Delta t/\beta}\]

The units of the alpha and beta parameters are always in days.

Warning

This model has only been tested on regular time steps and should not be used for irregular time steps yet.

property nparam: int

Number of parameters of the noise model.

Methods

set_init_parameters(→ None)	Set initial noise model parameters.
simulate(→ pandas.Series)	Simulate noise from the residual series.
to_dict(→ dict)	Method to return a dict to store the noise model