Beispiel #1
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        private static ArtaProcessNormal CreateArtaProcessN(NormalDistribution normal, double[] artaCorrelationCoefficients, RandomGenerator random)// throws NotStationaryException
        {
            ArtaProcessNormal arta = null;
            // By definition: arCorrelationCoefficients == artaCorrelationCoefficients
            ArProcess ar = ArProcessFactory.CreateArProcess(artaCorrelationCoefficients, random);

            arta = new ArtaProcessNormal(ar, normal.getNumericalMean(), normal.getNumericalVariance());
            return(arta);
        }
Beispiel #2
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        private static ArtaProcessGeneral CreateArtaProcessG(RealDistribution distribution, double[] artaCorrelationCoefficients, RandomGenerator random) //throws NotStationaryException
        {
            ArtaProcessGeneral    arta   = null;
            AutocorrelationFitter fitter = new AutocorrelationFitter(distribution);

            double[]  arCorrelationCoefficients = fitter.FitArAutocorrelations(artaCorrelationCoefficients, DEFAULT_ERROR);
            ArProcess ar = ArProcessFactory.CreateArProcess(arCorrelationCoefficients, random);

            arta = new ArtaProcessGeneral(ar, distribution);
            return(arta);
        }
Beispiel #3
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        private static ArtaProcessUniform createArtaProcessU(UniformRealDistribution uniform, double[] artaCorrelationCoefficients, RandomGenerator random) //throws NotStationaryException
        {
            ArtaProcessUniform arta = null;
            int dim = artaCorrelationCoefficients.Length;

            double[] arCorrelationCoefficients = new double[dim];
            for (int i = 0; i < dim; i++)
            {
                arCorrelationCoefficients[i] = 2 * Math.Sin(Math.PI * artaCorrelationCoefficients[i] / 6);
            }
            ArProcess ar = ArProcessFactory.CreateArProcess(arCorrelationCoefficients, random);

            arta = new ArtaProcessUniform(ar, uniform.getSupportLowerBound(), uniform.getSupportUpperBound());
            return(arta);
        }