Created
October 16, 2013 16:34
-
-
Save anonymous/7010817 to your computer and use it in GitHub Desktop.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import pylab | |
import random | |
import pandas as pd | |
import numpy as np | |
duration = 100 | |
meanIncrease = 3.0 | |
stDevIncrease = 3. | |
sdi = stDevIncrease | |
## Here we generate a fictional time series, for a | |
## variable that generally increases over time but | |
## has significant noise. | |
for j in range(100): | |
x = range(duration) | |
y = [] | |
yNow = 0 | |
tstype = random.randint(0,2) # 0, 1, 2 | |
print tstype | |
if tstype == 0: | |
for i in x: | |
if i < 25: | |
mi = 0.5 | |
sdi = 0.3 | |
elif i < 50: | |
mi = 0. | |
sdi = 0.2 | |
elif i < 70: | |
mi = 1. | |
sdi = 0.2 | |
else: | |
mi = -1. | |
sdi = 0.2 | |
nextDelta = random.normalvariate(mi, sdi) | |
yNow += nextDelta | |
y.append( max(0, min(yNow, 20)) ) | |
elif tstype == 1: | |
for i in x: | |
if i < 25: | |
mi = 0.5 | |
sdi = 0.3 | |
elif i < 50: | |
mi = -0.5 | |
sdi = 0.3 | |
elif i < 70: | |
mi = 1. | |
sdi = 0.3 | |
else: | |
mi = -1. | |
sdi = 0.3 | |
nextDelta = random.normalvariate(mi, sdi) | |
yNow += nextDelta | |
y.append( max(0, min(yNow, 20)) ) | |
else: | |
for i in x: | |
if i < 25: | |
mi = 0.5 | |
sdi = 0.3 | |
elif i < 50: | |
mi = -0.5 | |
sdi = 0.3 | |
elif i < 70: | |
if yNow < 10: | |
mi = 1.5 | |
else: | |
mi = 0. | |
sdi = 0.1 | |
else: | |
if yNow < 10: | |
mi = 1.5 | |
else: | |
mi = 0. | |
sdi = 0.1 | |
nextDelta = random.normalvariate(mi, sdi) | |
yNow += nextDelta | |
y.append( max(0, min(yNow, 20)) ) | |
yy = pd.Series(y) | |
when = pd.date_range(start=pd.datetime(2013,1,1), freq='S', periods=len(x)) | |
xxt = pd.Series(yy.values, index=when) | |
print xxt | |
xxt.to_csv('./xxt.csv') | |
pylab.plot(x,y) | |
pylab.xlabel("Time") | |
pylab.ylabel("Value") | |
pylab.savefig("lineGraph.png") | |
pylab.show() | |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment