pastas.noisemodels.ArNoiseModel.weights#
- ArNoiseModel.weights(res, p)[source]#
Method to calculate the weights for the noise.
- Parameters
res (pandas.Series) – Pandas Series with the residuals to compute the weights for. The Series index must be a DatetimeIndex.
p (array_like) – NumPy array with the parameters used in the noise model.
- Returns
w – Series of the weights.
- Return type
Notes
Weights are
\[w = 1 / sqrt((1 - exp(-2 \Delta t / \alpha)))\]which are then normalized so that sum(w) = len(res).