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.
• mackey_glass_series
  Mackey glass series generation