generate_ar_df

generate_ar_df(periods: int, start_time: str, ar_coef: list | None = None, sigma: float = 1, n_segments: int = 1, freq: str = '1D', random_seed: int = 1) → DataFrame

Create DataFrame with AR process data.

Parameters:

• periods (int) – number of timestamps

• start_time (str) – start timestamp

• ar_coef (list | None) – 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:

DataFrame