cogpy.spectral.whitening

Whitening utilities for time series.

Includes an autoregressive (AR) whitening filter implementation and a few standalone AR helpers.

Status

STATUS: ACTIVE Reason: AR whitening in active use across pipelines. Superseded by: n/a Safe to remove: no

Functions

ar_whitening(y, ar_params)	Apply AR whitening to a 1-D signal.
ar_yule(p, X)	Estimate AR(p) coefficients for data X via the Yule-Walker equation.
autocovariance(X, p)	Calculate autocovariance for data X at time lag p.

Classes

ARWhiten([lags])

Autoregressive whitening filter.