Journal Article

FZJ-2020-00087

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png kramersmoyal: Kramers--Moyal coefficients for stochastic processes

Gorjão, L. (Corresponding author)FZJ* ; Meirinhos, F.

2019

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Please use a persistent id in citations: http://hdl.handle.net/2128/24315  doi:10.21105/joss.01693

Abstract: kramersmoyal is a python library to extract the Kramers--Moyal coefficients from timeseries of any dimension and to any desired order. This package employs a non-parametric Nadaraya--Watson estimator, i.e., kernel-density estimators, to retrieve the drift, diffusion, and higher-order moments of stochastic timeseries of any dimension.

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Contributing Institute(s):

1. Systemforschung und Technologische Entwicklung (IEK-STE)

Research Program(s):

1. 153 - Assessment of Energy Systems – Addressing Issues of Energy Efficiency and Energy Security (POF3-153) (POF3-153)
2. ES2050 - Energie Sytem 2050 (ES2050) (ES2050)
3. VH-NG-1025 - Helmholtz Young Investigators Group "Efficiency, Emergence and Economics of future supply networks" (VH-NG-1025_20112014) (VH-NG-1025_20112014)

Appears in the scientific report 2019

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Database coverage:
; ; ; DOAJ Seal

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