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Generating synthetic data #43

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jankrepl opened this issue Jun 4, 2020 · 0 comments
Open
1 of 10 tasks

Generating synthetic data #43

jankrepl opened this issue Jun 4, 2020 · 0 comments
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enhancement New feature or request

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@jankrepl
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jankrepl commented Jun 4, 2020 •
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Apart from generating iid sequences one can do a lot of different things. Just need to pay attention to using too many external dependencies.

Statistical models

  • AR
  • ARMA
  • GARCH
  • VAR

Signal processing

State space models (both discrete and continuous latent space)

  • HMM
@jankrepl jankrepl added the enhancement New feature or request label Jun 4, 2020
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