Parametric methods ##################### .. contents:: Power Spectrum Density based on Parametric Methods ====================================================== ARMA and MA estimates (yule-walker) ------------------------------------ .. module:: arma :synopsis: ARMA and MA parameters and PSD estimates using YuleWalker method .. automodule:: spectrum.arma :members: :undoc-members: :synopsis: ARMA and MA parameters and PSD estimates using YuleWalker method AR estimate based on Burg algorithm ------------------------------------- .. module:: burg :synopsis: AR parameters and PSD estimates using BURG algorithm. .. automodule:: spectrum.burg :members: :undoc-members: :synopsis: AR parameters and PSD estimates using BURG algorithm. AR estimate based on YuleWalker ------------------------------------ .. module:: yulewalker :synopsis: AR parameters estimate using Yule-Walker method .. automodule:: spectrum.yulewalker :members: :undoc-members: :synopsis: AR parameters estimate using Yule-Walker method Criteria ========= .. module:: criteria :synopsis: Criteria for ARMA models .. automodule:: spectrum.criteria :members: :undoc-members: :synopsis: Criteria for ARMA models