sequgen.stochastic.gaussian module

sequgen.stochastic.gaussian.gaussian(t_predict, stddev=1.0, average=0.0, correlation_length=0.0)

Generate an array with an optionally autocorrelated time series of draws from a Normal distribution.

Parameters

• t_predict (Numpy array) – points in time where you want to generate a prediction using this model.

• stddev (float) – standard deviation of the Normal distribution that we will be drawing random samples from.

• average (float) – mean of the Normal distribution that we will be drawing samples from.

• correlation_length (float) – Correlation length in units of t_predict. Default is 0.0, for uncorrelated samples.

Returns

Numpy array of shape equal to t_predict, where each elem is a random and optionally autocorrelated draw from a Normal distribution.