generate_ar_df

generate_ar_df(periods: int, start_time: str, ar_coef: Optional[list] = None, sigma: float = 1, n_segments: int = 1, freq: str = '1D', random_seed: int = 1) → pandas.core.frame.DataFrame[source]

Create DataFrame with AR process data.

Parameters

  • periods (int) – number of timestamps

  • start_time (str) – start timestamp

  • ar_coef (Optional[list]) – AR coefficients

  • sigma (float) – scale of AR noise

  • n_segments (int) – number of segments

  • freq (str) – pandas frequency string for pandas.date_range() that is used to generate timestamp

  • random_seed (int) – random seed

Return type

pandas.core.frame.DataFrame