incline.Heteroskedastic¶
- class incline.Heteroskedastic(standard_deviation=None, window_length=25)[source]¶
Independent noise whose scale changes across the series.
A constant noise model cannot represent changing local scale: it tends to overstate uncertainty in quieter regions and understate it in noisier ones.
- Variables:
standard_deviation (numpy._typing._array_like.NDArray[numpy.float64] | None) – Per-point standard deviations. Estimated locally when None.
window_length (int) – Points averaged by the local estimator.
- Parameters:
standard_deviation (NDArray[float64] | None)
window_length (int)
- __init__(standard_deviation=None, window_length=25)¶
- Parameters:
standard_deviation (NDArray[float64] | None)
window_length (int)
- Return type:
None
Methods
__init__([standard_deviation, window_length])estimate(y, axis)Estimate the local noise level, or use the supplied one.
Attributes