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:

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

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

Return number of parameters for the noise model.

Returns:

Number of parameters (2 for ArmaNoiseModel: alpha and beta).

Return type:

int

Methods

set_init_parameters(→ None)	Set initial parameters for the noise model.
simulate(→ pandas.Series)	Simulate noise from the residual series.
calculate_noise(→ pastas.typing.ArrayLike)	Calculate the noise values for the ARMA(1,1) noise model.
to_dict(→ dict)	Return a dict to store the noise model.