pysteps.timeseries.autoregression.estimate_ar_params_yw¶
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pysteps.timeseries.autoregression.
estimate_ar_params_yw
(gamma)¶ Estimate the parameters of an AR(p) model from the Yule-Walker equations using the given set of autocorrelation coefficients.
Parameters: - gamma : array_like
Array of length p containing the lag-l, l=1,2,…p, temporal autocorrelation coefficients. The correlation coefficients are assumed to be in ascending order with respect to time lag.
Returns: - out : ndarray
An array of shape (n,p+1) containing the AR(p) parameters for for the lag-p terms for each cascade level, and also the standard deviation of the innovation term.