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<h1>Source code for pyFTS.data.artificial</h1><div class="highlight"><pre>
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<span></span><span class="sd">"""</span>
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<span class="sd">Facilities to generate synthetic stochastic processes</span>
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<span class="sd">"""</span>
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<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
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<div class="viewcode-block" id="generate_gaussian_linear"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.artificial.generate_gaussian_linear">[docs]</a><span class="k">def</span> <span class="nf">generate_gaussian_linear</span><span class="p">(</span><span class="n">mu_ini</span><span class="p">,</span> <span class="n">sigma_ini</span><span class="p">,</span> <span class="n">mu_inc</span><span class="p">,</span> <span class="n">sigma_inc</span><span class="p">,</span> <span class="n">it</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">num</span><span class="o">=</span><span class="mi">10</span><span class="p">,</span> <span class="n">vmin</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">vmax</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span>
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<span class="sd">"""</span>
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<span class="sd"> Generate data sampled from Gaussian distribution, with constant or linear changing parameters</span>
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<span class="sd"> :param mu_ini: Initial mean</span>
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<span class="sd"> :param sigma_ini: Initial variance</span>
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<span class="sd"> :param mu_inc: Mean increment after 'num' samples</span>
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<span class="sd"> :param sigma_inc: Variance increment after 'num' samples</span>
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<span class="sd"> :param it: Number of iterations</span>
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<span class="sd"> :param num: Number of samples generated on each iteration</span>
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<span class="sd"> :param vmin: Lower bound value of generated data</span>
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<span class="sd"> :param vmax: Upper bound value of generated data</span>
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<span class="sd"> :return: A list of it*num float values</span>
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<span class="sd"> """</span>
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<span class="n">mu</span> <span class="o">=</span> <span class="n">mu_ini</span>
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<span class="n">sigma</span> <span class="o">=</span> <span class="n">sigma_ini</span>
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<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span><span class="n">it</span><span class="p">):</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">normal</span><span class="p">(</span><span class="n">mu</span><span class="p">,</span> <span class="n">sigma</span><span class="p">,</span> <span class="n">num</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">vmin</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">maximum</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">full</span><span class="p">(</span><span class="n">num</span><span class="p">,</span> <span class="n">vmin</span><span class="p">),</span> <span class="n">tmp</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">vmax</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">minimum</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">full</span><span class="p">(</span><span class="n">num</span><span class="p">,</span> <span class="n">vmax</span><span class="p">),</span> <span class="n">tmp</span><span class="p">)</span>
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<span class="n">ret</span><span class="o">.</span><span class="n">extend</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span>
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<span class="n">mu</span> <span class="o">+=</span> <span class="n">mu_inc</span>
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<span class="n">sigma</span> <span class="o">+=</span> <span class="n">sigma_inc</span>
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<span class="k">return</span> <span class="n">ret</span></div>
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<div class="viewcode-block" id="generate_uniform_linear"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.artificial.generate_uniform_linear">[docs]</a><span class="k">def</span> <span class="nf">generate_uniform_linear</span><span class="p">(</span><span class="n">min_ini</span><span class="p">,</span> <span class="n">max_ini</span><span class="p">,</span> <span class="n">min_inc</span><span class="p">,</span> <span class="n">max_inc</span><span class="p">,</span> <span class="n">it</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">num</span><span class="o">=</span><span class="mi">10</span><span class="p">,</span> <span class="n">vmin</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">vmax</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span>
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<span class="sd">"""</span>
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<span class="sd"> Generate data sampled from Uniform distribution, with constant or linear changing bounds</span>
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<span class="sd"> :param mu_ini: Initial mean</span>
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<span class="sd"> :param sigma_ini: Initial variance</span>
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<span class="sd"> :param mu_inc: Mean increment after 'num' samples</span>
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<span class="sd"> :param sigma_inc: Variance increment after 'num' samples</span>
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<span class="sd"> :param it: Number of iterations</span>
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<span class="sd"> :param num: Number of samples generated on each iteration</span>
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<span class="sd"> :param vmin: Lower bound value of generated data</span>
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<span class="sd"> :param vmax: Upper bound value of generated data</span>
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<span class="sd"> :return: A list of it*num float values</span>
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<span class="sd"> """</span>
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<span class="n">_min</span> <span class="o">=</span> <span class="n">min_ini</span>
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<span class="n">_max</span> <span class="o">=</span> <span class="n">max_ini</span>
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<span class="n">ret</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span><span class="n">it</span><span class="p">):</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">uniform</span><span class="p">(</span><span class="n">_min</span><span class="p">,</span> <span class="n">_max</span><span class="p">,</span> <span class="n">num</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">vmin</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">maximum</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">full</span><span class="p">(</span><span class="n">num</span><span class="p">,</span> <span class="n">vmin</span><span class="p">),</span> <span class="n">tmp</span><span class="p">)</span>
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<span class="k">if</span> <span class="n">vmax</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">minimum</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">full</span><span class="p">(</span><span class="n">num</span><span class="p">,</span> <span class="n">vmax</span><span class="p">),</span> <span class="n">tmp</span><span class="p">)</span>
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<span class="n">ret</span><span class="o">.</span><span class="n">extend</span><span class="p">(</span><span class="n">tmp</span><span class="p">)</span>
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<span class="n">_min</span> <span class="o">+=</span> <span class="n">min_inc</span>
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<span class="n">_max</span> <span class="o">+=</span> <span class="n">max_inc</span>
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<span class="k">return</span> <span class="n">ret</span></div>
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<div class="viewcode-block" id="white_noise"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.artificial.white_noise">[docs]</a><span class="k">def</span> <span class="nf">white_noise</span><span class="p">(</span><span class="n">n</span><span class="o">=</span><span class="mi">500</span><span class="p">):</span>
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<span class="k">return</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">normal</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="n">n</span><span class="p">)</span></div>
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<div class="viewcode-block" id="random_walk"><a class="viewcode-back" href="../../../pyFTS.data.html#pyFTS.data.artificial.random_walk">[docs]</a><span class="k">def</span> <span class="nf">random_walk</span><span class="p">(</span><span class="n">n</span><span class="o">=</span><span class="mi">500</span><span class="p">,</span> <span class="nb">type</span><span class="o">=</span><span class="s1">'gaussian'</span><span class="p">):</span>
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<span class="k">if</span> <span class="nb">type</span> <span class="o">==</span> <span class="s1">'gaussian'</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">generate_gaussian_linear</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="n">it</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">num</span><span class="o">=</span><span class="n">n</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">tmp</span> <span class="o">=</span> <span class="n">generate_uniform_linear</span><span class="p">(</span><span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="n">it</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">num</span><span class="o">=</span><span class="n">n</span><span class="p">)</span>
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<span class="n">ret</span> <span class="o">=</span> <span class="p">[</span><span class="mi">0</span><span class="p">]</span>
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<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n</span><span class="p">):</span>
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<span class="n">ret</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tmp</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="n">ret</span><span class="p">[</span><span class="n">i</span><span class="p">])</span>
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<span class="k">return</span> <span class="n">ret</span></div>
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