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Published 20 hours ago • verified publisher icon jankrepl

Generating synthetic data

Open jankrepl opened this issue 4 years ago • 0 comments

Apart from generating iid sequences one can do a lot of different things. Just need to pay attention to using too many external dependencies.

Statistical models

  • [ ] AR
  • [ ] ARMA
  • [ ] GARCH
  • [ ] VAR

Signal processing

  • https://arxiv.org/abs/1909.09571
  • [x] Sinusoidal waves
  • [ ] Sawtooth
  • [ ] Chirpwaves
  • [ ] Sweep poly
  • [ ] Square wave

State space models (both discrete and continuous latent space)

  • [ ] HMM

jankrepl avatar Jun 04 '20 23:06 jankrepl