NSSDNResult.components

property NSSDNResult.components: NDArray[float64]

(r, k) contributions w_k g_{t,k} A_{t,k} sin(theta_{t,k} + phi_{t,k}).

Summing over k and adding trend recovers emission exactly.

Example

>>> import numpy as np
>>> y = np.sin(0.2 * np.arange(120.0))
>>> res = NSSDN(y, k=2, state_dim=8, schedule=(Stage(1e-2, 20),), seed=0).fit()
>>> rebuilt = res.trend + res.components.sum(axis=1)
>>> bool(np.allclose(rebuilt, res.emission, atol=1e-5))
True