##### creating new time series based on giving mean, standard deviation and skewness
 creating new time series based on giving mean, standard deviation and skewness Staph Silly Frenchman Posts: 34 Threads: 20 Joined: May 2019 Reputation: 0 Aug-06-2019, 12:29 PM 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? Reply Posts: 818 Threads: 1 Joined: Mar 2018 Reputation: 111 Aug-06-2019, 10:41 PM 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. Reply

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