有哪些紧凑的算法可以生成有趣的时间序列数据？
这个问题已经说明了一切。
无论是出于代码测试目的，还是对现实世界的流程进行建模，或者试图给所爱的人留下深刻印象，人们使用哪些算法来生成有趣的时间序列数据？ 是否有任何好的资源和综合列表？ 对值（除了正负无穷大）或维度没有限制，但我正在寻找人们在实践中发现有用或令人兴奋的示例。
简洁且可读的代码示例可加分。
The question sort of says it all.
Whether it's for code testing purposes, or you're modeling a real-world process, or you're trying to impress a loved one, what are some algorithms that folks use to generate interesting time series data? Are there any good resources out there with a consolidated list? No constraints on values (except plus or minus infinity) or dimensions, but I'm looking for examples that people have found useful or exciting in practice.
Bonus points for parsimonious and readable code samples.
如果你对这篇内容有疑问，欢迎到本站社区发帖提问 参与讨论，获取更多帮助，或者扫码二维码加入 Web 技术交流群。
绑定邮箱获取回复消息
由于您还没有绑定你的真实邮箱，如果其他用户或者作者回复了您的评论，将不能在第一时间通知您！
发布评论
评论（3）
没有算法部分的答案，但您可以通过 本福德定律
Don't have an answer for the algorithm part but you can see how "realistic" your data is with Benford's law
尝试那种可以根据您探索的相空间部分给出各种简单或混沌级数的递归：我能想到的最简单的是逻辑映射 x(n+1) = r * x(n) * ( 1 - x(n) )。 与 r 约。 3.57 你会得到取决于初始点的混乱结果。
如果将其与时间绘制成图表，只需操纵参数 r 就可以得到许多不同的序列。 如果您将其绘制为 x(n+1) v. x(n) 而不连接点，您会看到一条简单的抛物线随着时间的推移而形成。
这是混沌理论中最基本的函数之一，尝试更有趣的多项式，将它们绘制为 x(n+1) v. x(n) 并观察形状形式，然后绘制 x(n) v. n 是一个有趣且有趣的方式来创建系列。
如果您只访问少量点，则绘制 x(n+1) 与 x(n) 的图形很快就会变得显而易见。 更深层次的递归也变得更有趣，并且使用不同的 x(0) 值来检查对初始条件的敏感性也很有趣。
但为了简单起见，通过单个参数进行控制，并且能够找到有关您的复发的信息，很难击败逻辑图。
我建议：http://en.wikipedia.org/wiki/Logistic_map。 它很好地描述了不同 r 值的预期结果。
Try the kind of recurrences that can give variously simple or chaotic series based on the part of their phase spaces you explore: the simplest I can think of is the logistic map x(n+1) = r * x(n) * ( 1 - x(n) ). With r approx. 3.57 you get chaotic results that depend on the initial point.
If you graph this versus time you can get lots of different series just by manipulating that parameter r. If you were to graph it as x(n+1) v. x(n) without connecting dots, you see a simple parabola take shape over time.
This is one of the most basic functions from chaos theory and trying more interesting polynomials, graphing them as x(n+1) v. x(n) and watching a shape form, and then graphing x(n) v. n is a fun and interesting way to create series.
Graphing x(n+1) v. x(n) makes it quickly obvious if you're only visiting a small number of points. Deeper recurrences become more interesting as well, and using different values of x(0) to check on sensitivity to initial conditions is also of interest.
But for simplicity, control by a single parameter, and ability to find something to read about your recurrence, it'll be hard to beat the logistic map.
I recommend: http://en.wikipedia.org/wiki/Logistic_map. It has a nice description of what to expect from different values of r.
那里有大量的 PRN 生成器，您总是可以获得免费随机位，甚至购买 CD 或 DVD 形式的内容。
我使用了简单的正弦波发生器，与一些相位和幅度噪声混合在一起，以获取当通过扬声器或灯光时听起来和看起来对人类来说有趣的信号，但我不知道你有趣的意思。
有多种方法可以生成看起来有趣的图表形式的数据，但这与股票图表上使用的数据不同，并且都不会产生漂亮的“静态”图像，例如由调谐到空频道的模拟电视产生的图像。
您可以使用康威的生命游戏作为 PRN，并“聆听”细胞（或通过逻辑电路运行所有细胞）以获得一些有趣的基于时间的信号。
查看 Stackoverflow 随时间推移的数据库更新/插入图表会很有趣，并且您可以挖掘该数据。
确实有无数种方法可以生成“有趣的”时间序列数据。 你能缩小你的问题范围吗？
There are a ton of PRN generators out there, and you can always get free random bits, or even buy them on CD or DVD.
I've used simple sine wave generators mixed together with some phase and amplitude noise thrown in to get signals that sound and look interesting to humans when put through speakers or lights, but I don't know what you mean by interesting.
There are ways to generate data that looks interesting in a chart form, but that would be different than data used on a stock chart, and neither would make a nice "static" image such as produced by an analog television tuned to a null channel.
You can use Conway's game of life as a PRN, and "listen" to cells (or run all the cells through a logic circuit) to get some interesting time based signals.
It would be interesting to look at the graph of DB updates/inserts for Stackoverflow over time, and you could mine that data.
There really are infinite ways to generate an "interesting" time series data. Can you narrow the scope of your question?