Composite stochastic models and simulation

wn()

White noise process (time_series_model)

ar1()

AR(1) process (time_series_model)

pl()

Stationary Power-Law process (time_series_model)

matern()

Matern process (time_series_model)

rw()

Random walk process (time_series_model)

flicker()

Flicker noise process (time_series_model)

`+`(<time_series_model>)

Add to a time_series_model object

`+`(<sum_model>)

Add to a sum_model object

generate()

Generate a time series from a time_series_model or sum_model object

plot(<generated_time_series>)

Plot a generated_time_series object

plot(<generated_composite_model_time_series>)

Plot a generated_composite_model_time_series object

markov_two_states()

Markov two-state missingness model (missingness_model)

plot(<generated_missingness>)

Plot a generated_missingness object

Estimate composite stochastic models

gmwm2()

GMWM estimator

print(<gmwm2_fit>)

Print method for a gmwm2_fit object

plot(<gmwm2_fit>)

Plot method for a gmwm2_fit object

Estimate regression model with dependent errors

gmwmx2()

GMWMX estimator

print(<gmwmx2_fit>)

Print method for a gmwmx2_fit object

print(<gmwmx2_fit_gnss_ts_ngl>)

Print method for a gmwmx2_fit_gnss_ts_ngl object

plot(<gmwmx2_fit_gnss_ts_ngl>)

Plot a gmwmx2_fit_gnss_ts_ngl object

Load and plot NGL data

download_station_ngl()

Download GNSS position time series and steps reference from the Nevada Geodetic Laboratory with IGS14 or IGS20 reference frame.

plot(<gnss_ts_ngl>)

Plot a gnss_ts_ngl object

download_all_stations_ngl()

Download all stations name and location from the Nevada Geodetic Laboratory

download_estimated_velocities_ngl()

Download estimated velocities using the MIDAS estimator provided by the Nevada Geodetic Laboratory for all stations.

Data

df_estimated_velocities_gmwmx

Estimated northward and eastward velocity and their standard deviation using the GMWMX estimator