Bottom Page

Thread Rating:
  • 0 Vote(s) - 0 Average
  • 1
  • 2
  • 3
  • 4
  • 5
 creating new time series based on giving mean, standard deviation and skewness
#1
I have a time series like

ts = [1,50,10,...,600]

I calculate the mean as

mean = 10

standard deviation = 100

skew = 5

I want to increase these parameters and then use it to generate new time series.

How can I do this in python?
Quote
#2
As far as I understood, you want to drop the original sample and generate a new one based on
obtained values of mean, std, skew. These are only three parameters, so it is better
to know (at least) class of allowed distributions; For example, normal distribution is fully determined
by mean and std values. So, if you knew that your data came from normal distribution, it
would be sufficient to just sample from the normal distribution with specific parameters,
e.g. using numpy.random.randn.

Take a look at MCMC approach, it is usually used when needed to approximate a distribution.
Quote

Top Page

Possibly Related Threads...
Thread Author Replies Views Last Post
  TypeError: 'Series' object cannot be interpreted as an integer evelynow 1 76 Yesterday, 11:08 PM
Last Post: scidam
  Series object error message abhaydd 1 151 Aug-11-2019, 01:29 AM
Last Post: boring_accountant
  ValueError: The truth value of a Series is ambiguous ? firebird 1 188 Aug-01-2019, 12:33 AM
Last Post: scidam
  create 10 yearly blocks from time series using pandas Staph 1 130 Jul-23-2019, 12:01 PM
Last Post: Malt
  select data based on indice Staph 4 158 Jul-15-2019, 02:05 AM
Last Post: scidam
  selecting customized seasons from monthly time series Staph 3 220 Jul-14-2019, 09:40 AM
Last Post: scidam
  Giving index when joining dataframes kw42chan 1 211 Jul-06-2019, 06:19 AM
Last Post: kw42chan
  Pandas fillna based on conditions amyd 1 740 May-03-2019, 11:27 AM
Last Post: scidam
  [pandas]How to liner fit time series data and get linear fit equation and r square Sri 5 472 Apr-04-2019, 12:00 PM
Last Post: Sri
  Manipulating Series in Dataframe (Pandas) wendysling 2 407 Mar-26-2019, 07:12 PM
Last Post: wendysling

Forum Jump:


Users browsing this thread: 1 Guest(s)