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Time Series Functions

timecave.data_generation.time_series_functions

This module contains functions to generate various types of time series data.

This module provides functions to generate different types of time series data, including sinusoidal signals, indicator functions, linear patterns, exponential decays, and time series based on autoregressive moving average (ARMA) models and nonlinear autoregressive (AR) models.

Functions:

Name Description
sinusoid_ts

Generate a time series of a sinusoidal signal.

frequency_varying_sinusoid_ts

Generate a time series of a sinusoidal signal with varying frequency.

indicator_ts

Generate time series array based on a binary indicator function with specified start and end indices.

scaled_right_indicator_ts

Generate a time series array based on a indicator function that is 1 in the interval [idx, + inf[ and 0 otherwise.

scaled_unit_impulse_function_ts

Generate time series array based on a scaled unit impulse function with specified index.

linear_ts

Generate a linear time series array.

exponential_ts

Generates a time series based on a exponential function.

arma_ts

Generate a time series array based on an Autoregressive Moving Average (ARMA) model.

nonlinear_ar_ts

Generate a time series array based on a nonlinear autoregressive (AR) model.