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#
Method to return a dict to store the noise model |
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