Generation Module API ===================== This module provides data generators for testing LRD estimators under various conditions. Time Series Generator --------------------- .. autoclass:: lrdbenchmark.generation.TimeSeriesGenerator :members: :undoc-members: :show-inheritance: Nonstationarity Generators -------------------------- Generators for time-varying Hurst parameter testing. RegimeSwitchingProcess ~~~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.RegimeSwitchingProcess :members: :undoc-members: ContinuousDriftProcess ~~~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.ContinuousDriftProcess :members: :undoc-members: StructuralBreakProcess ~~~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.StructuralBreakProcess :members: :undoc-members: EnsembleTimeAverageProcess ~~~~~~~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.EnsembleTimeAverageProcess :members: :undoc-members: Critical Regime Models ---------------------- Physics-motivated generators for critical and nonequilibrium regimes. OrnsteinUhlenbeckProcess ~~~~~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.OrnsteinUhlenbeckProcess :members: :undoc-members: SubordinatedProcess ~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.SubordinatedProcess :members: :undoc-members: FractionalLevyMotion ~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.FractionalLevyMotion :members: :undoc-members: SOCAvalancheModel ~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.SOCAvalancheModel :members: :undoc-members: Surrogate Data Generators ------------------------- Generators for hypothesis testing of LRD and nonlinearity. IAFFTSurrogate ~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.IAFFTSurrogate :members: :undoc-members: PhaseRandomizedSurrogate ~~~~~~~~~~~~~~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.PhaseRandomizedSurrogate :members: :undoc-members: ARSurrogate ~~~~~~~~~~~ .. autoclass:: lrdbenchmark.generation.ARSurrogate :members: :undoc-members: Factory Functions ----------------- .. autofunction:: lrdbenchmark.generation.create_nonstationary_process .. autofunction:: lrdbenchmark.generation.create_critical_regime_process .. autofunction:: lrdbenchmark.generation.create_surrogate_generator