python时间序列预测波动上升曲线_Python：生成具有趋势的随机时间序列数据（例如周期性，指数衰减等）...

I am trying to generate some random time series with trends like cyclical (e.g. sales), exponentially decreasing (e.g. facebook likes on a post), exponentially increasing (e.g. bitcoin prices), generally increasing (stock tickers) etc. I can generate generally increasing/decreasing time series with the following

import numpy as np

import pandas as pd

from numpy import sqrt

import matplotlib.pyplot as plt

vol = .030

lag = 300

df = pd.DataFrame(np.random.randn(100000) * sqrt(vol) * sqrt(1 / 252.)).cumsum()

plt.plot(df[0].tolist())

plt.show()

But I don't know how to generate cyclical trends or exponentially increasing or decreasing trends. Is there a way to do this ?

解决方案

You may want to evaluate 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."