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. |