TimeSeriesGenerator class

Generator for time series data.

Constructors

TimeSeriesGenerator([int? seed])

Creates a time series generator with an optional seed.

Properties

hashCode → int

The hash code for this object.

no setter, inherited

runtimeType → Type

A representation of the runtime type of the object.

no setter, inherited

Methods

correlated({required DateTime start, required DateTime end, required Duration interval, required int seriesCount, double correlation = 0.8, double mean = 100, double stdDev = 10}) → List<List<TimeSeriesPoint>>

Generates multiple correlated time series.

cumulative({required DateTime start, required DateTime end, required Duration interval, double startValue = 0, double incrementMean = 1, double incrementStdDev = 0.5}) → List<TimeSeriesPoint>

Generates cumulative sum data.

linear({required DateTime start, required DateTime end, required Duration interval, double startValue = 0, double slope = 1, double noise = 0}) → List<TimeSeriesPoint>

Generates a simple linear trend.

meanReverting({required DateTime start, required DateTime end, required Duration interval, double mean = 100, double theta = 0.1, double sigma = 5, double? startValue}) → List<TimeSeriesPoint>

Generates mean-reverting time series (Ornstein-Uhlenbeck process).

noSuchMethod(Invocation invocation) → dynamic

Invoked when a nonexistent method or property is accessed.

inherited

ohlc({required DateTime start, required DateTime end, required Duration interval, double startPrice = 100, double volatility = 0.02}) → List<OHLCPoint>

Generates OHLC (Open-High-Low-Close) candlestick data.

randomWalk({required DateTime start, required DateTime end, required Duration interval, double startValue = 100, double stepSize = 1}) → List<TimeSeriesPoint>

Generates a random walk time series.

seasonal({required DateTime start, required DateTime end, required Duration interval, double baseValue = 100, double trend = 0, List<double>? dailyPattern, List<double>? weeklyPattern, List<double>? monthlyPattern, double noise = 0}) → List<TimeSeriesPoint>

Generates data with seasonal patterns.

sinusoidal({required DateTime start, required DateTime end, required Duration interval, double amplitude = 10, double frequency = 1, double phase = 0, double offset = 50, double noise = 0}) → List<TimeSeriesPoint>

Generates a sinusoidal pattern.

stepChanges({required DateTime start, required DateTime end, required Duration interval, required List<DateTime> changePoints, required List<double> levels, double noise = 0}) → List<TimeSeriesPoint>

Generates data with step changes (regime shifts).

stockPrice({required DateTime start, required DateTime end, required Duration interval, double startPrice = 100, double annualReturn = 0.1, double annualVolatility = 0.2}) → List<TimeSeriesPoint>

Generates stock-like price data using geometric Brownian motion.

toString() → String

A string representation of this object.

inherited

withSpikes({required DateTime start, required DateTime end, required Duration interval, double baseValue = 100, double spikeProbability = 0.05, double spikeMultiplier = 3, double noise = 5}) → List<TimeSeriesPoint>

Generates data with spikes/anomalies.

Operators

operator ==(Object other) → bool

The equality operator.

inherited