DataGen.jl

DataGen aims to provide a tool set for creation of synthetic timeseries data.

Example use:

julia> using DataGen

julia> sample_data = gen_ts()
365×4 DataFrame
 Row │ sample     trends   seasonality  remainder  
     │ Float64    Float64  Float64      Float64    
─────┼─────────────────────────────────────────────
   1 │  0.828964      0.0          1.0  -0.171036
   2 │ -1.91611      -3.0          1.0   0.0838861
   3 │ -1.77674      -3.0          1.0   0.223256
...

Acknowledgements

Thanks to @LeeDoYup for his work on Robust STL implementation along with the sample generation code that got me started.