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GitHub / bykhov / generate_corr_sequence
The simulation of stationary time-series (discrete-time random process) with a specific autocorrelation function (ACF) and continuous probability distribution.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bykhov%2Fgenerate_corr_sequence
Stars: 21
Forks: 0
Open Issues: 0
License: other
Language: Python
Repo Size: 14.1 MB
Dependencies:
4
Created: over 1 year ago
Updated: 6 months ago
Last pushed: 4 months ago
Last synced: 4 months ago
Topics: autocorrelation, autocovariance, python, random-process, simulation, time-series, wss
Files
Dependencies
- matplotlib *
- numpy *
- scipy *
- statsmodels *