tssimulator-package: tssimulator: Time Series Simulation

In tsmodels/tssimulator: Time Series Simulation

tssimulator: Time Series Simulation

Description

Allows the easy generation of random time series under a number of data generating processes and mixtures.

Examples

library(magrittr)
set.seed(105)
sim <- initialize_simulator(rnorm(12*20, 0, 1), sampling = "months")
sim <- sim %>% add_polynomial(order = 2, alpha = 0.1, beta = 0.02, l0 = 100, b0 = 0.25) %>%
add_seasonal(frequency = 12, gamma = 0.01, init_harmonics = 4, init_scale = 3)
# plot(sim, lwd = 2, ylab = "")
# plot(sim, type = "components")

tsmodels/tssimulator documentation built on April 29, 2024, 9:11 a.m.