gftool.linearprediction.predict

gftool.linearprediction.predict(x, pcoeff, num: int, stable=False)

Forward-predict a series additional num steps.

Parameters

x(…, N) complex np.ndarray

Data of the (time) series to be predicted.

pcoeff(…, order) complex np.ndarray

Prediction coefficients

numint

Number of additional (time) steps.

stablebool, optional

If stable exponentially growing terms are suppressed, by setting roots outside the unit-circle to zero. (default: False)

Returns

px(…, N+num) complex np.ndarray

Data of the (time) series extended by num steps, with px[:x.size] = x.

See also

pcoeff_covar