Code written for the 12. task of Model Analysis 1 in the year 2023/24.
  • Python 59.7%
  • TeX 40.3%
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2024-08-21 13:50:12 +02:00
GeneratedData feat: add data, sources and first Yule-Walker implementation 2024-08-18 16:43:51 +02:00
Latex fix: 🚑 update task number to 112 2024-08-21 13:50:12 +02:00
LinForecast feat: 📝 finish sections 2 and 3 2024-08-19 22:58:42 +02:00
MaxEntropy docs: 📝 add 1. subtask to results and update plots 2024-08-19 23:37:40 +02:00
Sources feat: add data, sources and first Yule-Walker implementation 2024-08-18 16:43:51 +02:00
SuppliedData feat: 🎨 add raw data plot 2024-08-18 17:11:00 +02:00
.git-lfs-ignore.sh feat: add a few essential base files 2024-08-18 16:03:38 +02:00
.gitignore feat: add a few essential base files 2024-08-18 16:03:38 +02:00
ma-style.mplstyle feat: add a few essential base files 2024-08-18 16:03:38 +02:00
MarkoUrbanc_mod112.pdf fix: 🚑 update task number to 112 2024-08-21 13:50:12 +02:00
mod112_instructions.pdf init: 🎉 start project 2024-08-13 22:11:13 +02:00
mod112_scan.pdf init: 🎉 start project 2024-08-13 22:11:13 +02:00
pyrightconfig.json feat: add a few essential base files 2024-08-18 16:03:38 +02:00
README.md feat: 🎨 add raw data plot 2024-08-18 17:11:00 +02:00
requirements.txt feat: add data, sources and first Yule-Walker implementation 2024-08-18 16:43:51 +02:00

Time Series Analysis using Auto Regressive models

1. Subtask: Spectral Analysis w/ Yule-Walker Equations

  • Compare peak heights and widths vs. order of AR model
  • Compare spectral resolution vs. order of AR model and gap between peaks
  • Compare spectral resolution vs. number of samples
  • Compare with conventional FFT (maybe even in terns of computational speed)