cedalion.math.ar_model

Functions

ar_filter(data[, pmax])

This function computes and applies an AR filter on a data time series.

bic_arfit(dd[, pmax])

This function computes the ar coefficients up to a max model order.

fit_ar_coefs(data[, pmax])

This function loops over a timeseries and computs the AR-coefficients.
cedalion.math.ar_model.bic_arfit(dd, pmax=30)[source]

This function computes the ar coefficients up to a max model order.

BIC is used to select the model

Parameters:

  • dd – pd.Series

  • pmax – int (default 30)

Returns:

sm.tsa.AutoReg results class (includes intercept term)

cedalion.math.ar_model.fit_ar_coefs(data, pmax=12)[source]

This function loops over a timeseries and computs the AR-coefficients.

Parameters:

  • data – xr.DataArray time course

  • pmax – int (default 12)

Returns:

Array[channels,types] of lists of AR stats results classes

cedalion.math.ar_model.ar_filter(data, pmax=12)[source]

This function computes and applies an AR filter on a data time series.

Parameters:

  • data – xr.DataArray

  • pmax – int (default=12)