inst/doc/time-series.R

In SynthesizerPlus: Synthetic Data Generation with Copulas, Evaluation and Multi-Format I/O

## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(collapse = TRUE, comment = "#>", fig.width = 7,
                      fig.height = 4, dpi = 72, out.width = "100%")

## -----------------------------------------------------------------------------
library(SynthesizerPlus)

## -----------------------------------------------------------------------------
fit <- fit_synthesizer(ldeaths)
fit
syn <- generate(fit, seed = 1)
plot_ts(ldeaths, syn)
plot_acf(ldeaths, syn, lag_max = 24)

## -----------------------------------------------------------------------------
long <- generate(fit, n = 240, start = c(1980, 1), seed = 2)
tsp(long)

## -----------------------------------------------------------------------------
returns <- diff(log(EuStockMarkets))
fit_mv <- fit_synthesizer(returns)
syn_mv <- generate(fit_mv, seed = 1)
round(cor(returns) - cor(syn_mv), 3)

## -----------------------------------------------------------------------------
fit_b <- fit_synthesizer(lh, method = "stationary", block_length = 8)
syn_b <- generate(fit_b, n = 96, seed = 1)
plot_ts(lh, syn_b)