Source code for pyDynaMapp.identification.CVA

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
[docs] def transform(self, X: np.ndarray) -> np.ndarray: """Transform the data X into the canonical variates.""" # Implement the transformation process here return transformed_data
def __str__(self) -> str: pass