ArmaModel#

class ArmaModel[source]#

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.

Methods#

__init__

calculate_noise

set_init_parameters

simulate

to_dict

Method to return a dict to store the noise model

weights