creating new time series based on giving mean, standard deviation and skewness - Printable Version +- Python Forum (https://python-forum.io) +-- Forum: Python Coding (https://python-forum.io/forum-7.html) +--- Forum: Data Science (https://python-forum.io/forum-44.html) +--- Thread: creating new time series based on giving mean, standard deviation and skewness (/thread-20350.html) |
creating new time series based on giving mean, standard deviation and skewness - Staph - Aug-06-2019 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? RE: creating new time series based on giving mean, standard deviation and skewness - scidam - Aug-06-2019 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. |