gftool.linearprediction.predict
- gftool.linearprediction.predict(x, pcoeff, num: int, stable=False)[source]
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:
- (…, N+num) complex np.ndarray
Data of the (time) series extended by num steps, with px[:x.size] = x.
- Raises:
- ValueError
If the number of additional steps num is negative.
See also