• full name:

  • parent module:

  • type: function ndarray, rel_prediction_time: float = 1, rel_num_points: float = 0.3, truncation_mode: str = 'renormalize', rel_split: float = 0)[source]

Linear prediction of a one-dimensional time series data.

  • x (ndarray) – one-dimensional time series data

  • rel_prediction_time (float) – relative time to predict, defaults to 1

  • rel_num_points (float) – relative percentage of last points to base linear prediction on

  • truncation_mode (str) – the truncation mode (default is ‘renormalize’, meaning their absolute value will be set to 1) used for truncating the eigenvalues. Other options are ‘cutoff’ and ‘conjugate’

  • rel_split (float) – between [0, 1) which is the proportion of data that should be discarded, i.e. short timescale effects

Return type: