{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# ARMA(1,1) noise model with synthetic time series\n", "\n", "*R.A. Collenteur, University of Graz, May 2020*\n", "\n", "In this notebook an Autoregressive-Moving-Average (ARMA(1,1)) noise model is developed for Pastas models. This new noise model is tested against synthetic data generated with NumPy or Statsmodels' ARMA model. This noise model is tested on head time series with a regular time step.\n", "\n", "