import numpy as np
import matplotlib.pyplot as plt
[docs]
class CVA:
"""
Canonical Variate Analysis:
This technique maximizes the correlation between past and future data,
leading to a state-space model that captures the system dynamics effectively.
.. https://web.mit.edu/braatzgroup/canonical_variate_analysis_based_contributions_for_fault_identification.pdf
"""
def __init__(self, num_vars:int=1) -> None:
self.num_vars = num_vars
[docs]
def fit(self, X: np.ndarray) -> None:
"""Fit the CVA model to the data X."""
# Implement the fitting process here
def __str__(self) -> str:
pass