olliestanley / tssim

Ultra simple, fairly extensible time series simulator for Python

tssim

Ultra simple, fairly extensible time series simulator for Python. Quickly create univariate dummy time series with desired properties.

See Example for example usage.

tssim's Issues

Implement automatic feature generation

Examples:

• automatically generate a period column
• when seasonality is applied, automatically generate a column with the season and period in season
• implement a function to generate lagged target variable features

Function to take two time series and introduce a relationship

Function to fit to data

Given a set of Features and an existing time series, tune the parameters of the Features to generate data as close as possible to the existing time series data