Functions¶
Functions that can be applied to series.
- foxplot.functions.estimate_lag(time, input, output, time_constant)¶
Estimate input-output response as a first-order low-pass filter.
- Parameters:
time (
Series) – Times corresponding to inputs and outputs.input (
Series) – Input values.output (
Series) – Output values.time_constant (
float) – Time-constant of the estimation’s sliding window.
- Return type:
Node- Returns:
Array of lag estimates, where the lag is defined as the cutoff period of the estimated first-order low-pass filter.
We carry out the cutoff period of a corresponding low-pass filter by sliding-window online linear regression, as described .e.g in this note