TimeSeriesSimulation.jl

Automatic simulation of numerous types of dynamical systems and time-series processes.

Functionality

The main function is SimulateSystems() which automatically runs every individual system function included in TimeSeriesSimulation.jl and concetenates the results into a tidy DataFrame ready for analysis or visualisation. This currently works via the following:

using TimeSeriesSimulation
data = SimulateSystems()

If you are instead interested only in individual systems, you can directly call that system's function, such as for the GOPY model:

x = GOPY(σ = 1.5, x₁ = 0.1, N = 1000)

Notes

This package is intended to be a growing resource and is continuously being added to with more models, systems, and processes. In addition, while many great packages exist for simulating time-series models, this package is both: (i) trying to be as lightweight as possible; and (ii) a source of practice of manual system specification for the author.