Crate time_series_generator 

The timeseries-generator crate for generating various timeseries

Functions

generate_geometric_brownian_motion

Generate geometric brownian motion

generate_sine_wave

Generates a new sine wave function of given length with exactly one period

generate_standard_normal

generate a new randomly sampled timeseries of given length using a standard normal distribution scaled down by 100 by multiplying a random (+/-) value with the previous value

generate_step_function

Generates a vector of given length with step function using mid_point and width parameter

generate_triangle_wave

Generate a triangle wave with a single up and down wave

lorenz_system

Generate a lorenz system in 3D space. Note that it is advised to discard the first part of this series as the points are still in the transient phase.

mackey_glass_series

Mackey glass series generation