I have written a few functions in python to generate basic time-series data, and add some attributes to it like a trend, seasonality, and white noise and then plot that series using matplotlib. I want to make a python class to call all these functions from one place and add the attributes (trend, attributes, and noise) whenever I want. I am having some trouble making this class as I am not an expert with the self keyword.
Below are the functions.
#Basic Series------------------------------------------------------------------------------------------
def plot_series(t, series, format="-", start=0, end=None, label=None):
plt.plot(t[start:end], series[start:end], format, label=label,lw=2)
plt.xlabel("Time")
plt.ylabel("Value")
if label:
plt.legend(fontsize=14)
plt.grid(True)
#Add a trend--------------------------------------------------------------------------------------------
def trend(t, slope=0):
return slope * t
#Add Seasonality----------------------------------------------------------------------------------------
def seasonal_pattern(season_time):
return np.where(season_time < 0.4,
np.cos(season_time * 2 * np.pi),
1 / np.exp(3 * season_time))
#Repeats the same pattern at each period
def seasonality(t, period, amplitude=1, phase=0):
season_time = ((t + phase) % period) / period
return amplitude * seasonal_pattern(season_time)
#Add white noise----------------------------------------------------------------------------------------
def white_noise(t, noise_level=1, seed=None):
rnd = np.random.RandomState(seed)
return rnd.randn(len(t)) * noise_level
t = np.arange(4 * 365 + 1)
baseline = 10
amplitude = 40
series = trend(t, 0.2)
slope = 0.05
series = baseline + trend(t, slope) + seasonality(t, period=365, amplitude=amplitude)
noise_level = 5
noise = white_noise(t, noise_level, seed=42)
series += noise
#Plot Time Series
plt.figure(figsize=(10, 6))
plot_series(t, series)
plt.title("Time Series Data")
plt.show()
Currently, I have to call all these functions separately as shown above to generate the series. Basically, I just want to make a class around the above code. I hope my question is clear. Some help will be appreciated.
My try so far,
class GenerateTimeSeries(object):
def __init__(self, t):
self.t = t
#Add a trend--------------------------------------------------------------------------------------------
def trend(self, t, slope=0):
return self.slope * self.t
#Add Seasonality--------------------------------------Repeats the same pattern at each period-----------
def seasonal_pattern(self, season_time):
return np.where(self.season_time < 0.4, np.cos(self.season_time * 2 * np.pi), 1 / np.exp(3 * self.season_time))
def seasonality(self, t, period, amplitude=1, phase=0):
season_time = ((self.t + self.phase) % self.period) / self.period
return self.amplitude * seasonal_pattern(season_time)
#Add white noise----------------------------------------------------------------------------------------
def white_noise(self, t, noise_level=1, seed=None):
rnd = np.random.RandomState(self.seed)
return rnd.randn(len(self.t)) * self.noise_level
#Plot Series-------------------------------------------------------------------------------------------
def plot_series(self, t, series, start=0, end=None, label=None):
plt.figure(figsize=(10, 6))
plt.plot(self.t[self.start:self.end], self.series[self.start:self.end], label=self.label,lw=2)
plt.xlabel("Time")
plt.ylabel("Value")
plt.title("Time Series Data")
if self.label:
plt.legend(fontsize=14)
plt.grid(True)
plt.show()
