ssfortran.ContinuousTrend

class ssfortran.ContinuousTrend(times, at_observations=False)

Smooth trend in continuous time observed at arbitrary times (DK §3.8.2).

With an Irregular, the smoothed level is the cubic smoothing spline with smoothing parameter \(\sigma^2_\varepsilon / \sigma^2\) (DK §3.9.2).

Parameters:

timesarray_like, shape (n,)

Increasing observation times; repeated times are allowed.

at_observationsbool

Act on the observations rather than the signals.