Multipurpose Library for Synthetic Time Series
Please cite as:
J. R. Maat, A. Malali, and P. Protopapas, “TimeSynth: A Multipurpose Library for Synthetic Time Series in Python,” 2017. [Online]. Available: http://github.com/TimeSynth/TimeSynth
TimeSynth is an open source library for generating synthetic time series for model testing. The library can generate regular and irregular time series. The architecture allows the user to match different signals with different architectures allowing a vast array of signals to be generated. The available signals and noise types are listed below.
N.B. We only support Python 3.6+ at this time.
To install the package via github,
git clone https://github.com/TimeSynth/TimeSynth.git cd TimeSynth python setup.py install
The code snippet demonstrates creating a irregular sinusoidal signal with white noise.
import timesynth as ts # Initializing TimeSampler time_sampler = ts.TimeSampler(stop_time=20) # Sampling irregular time samples irregular_time_samples = time_sampler.sample_irregular_time(num_points=500, keep_percentage=50) # Initializing Sinusoidal signal sinusoid = ts.signals.Sinusoidal(frequency=0.25) # Initializing Gaussian noise white_noise = ts.noise.GaussianNoise(std=0.3) # Initializing TimeSeries class with the signal and noise objects timeseries = ts.TimeSeries(sinusoid, noise_generator=white_noise) # Sampling using the irregular time samples samples, signals, errors = timeseries.sample(irregular_time_samples)