import numpy as np
import matplotlib.pyplot as plt
from lss import LSS
phi_1, phi_2, phi_3, phi_4 = 0.5, -0.2, 0, 0.5
sigma = 0.2
A = [[phi_1, phi_2, phi_3, phi_4], [1, 0, 0, 0], [0, 1, 0, 0], [0, 0, 1, 0]]
C = [[sigma], [0], [0], [0]]
G = [1, 0, 0, 0]
ar = LSS(A, C, G, mu_0=np.ones(4))
x, y = ar.simulate(ts_length=200)
fig, ax = plt.subplots(figsize=(8, 4.6))
y = y.flatten()
ax.plot(y, 'b-', lw=2, alpha=0.7)
ax.grid()
ax.set_xlabel('time')
ax.set_ylabel(r'$y_t$', fontsize=16)
plt.show()
import numpy as np
import matplotlib.pyplot as plt
from lss import LSS
phi_1, phi_2, phi_3, phi_4 = 0.5, -0.2, 0, 0.5
sigma = 0.2
A = [[phi_1, phi_2, phi_3, phi_4],
[1, 0, 0, 0],
[0, 1, 0, 0],
[0, 0, 1, 0]]
C = [sigma, 0, 0, 0]
G = [1, 0, 0, 0]
ar = LSS(A, C, G, mu_0=np.ones(4))
x, y = ar.simulate(ts_length=200)
fig, ax = plt.subplots(figsize=(8, 4.6))
y = y.flatten()
ax.plot(y, 'b-', lw=2, alpha=0.7)
ax.grid()
ax.set_xlabel('time')
ax.set_ylabel(r'$y_t$', fontsize=16)
plt.show()
C = [sigma, 0, 0, 0]
G = [1, 0, 0, 0]
T0 = 10
T1 = 50
T2 = 75
T4 = 100
ar = LSS(A, C, G, mu_0=np.ones(4))
ymin, ymax = -0.8, 1.25
fig, ax = plt.subplots(figsize=(8, 5))
ax.grid(alpha=0.4)
ax.set_ylim(ymin, ymax)
ax.set_ylabel(r'$y_t$', fontsize=16)
ax.vlines((T0, T1, T2), -1.5, 1.5)
ax.set_xticks((T0, T1, T2))
ax.set_xticklabels((r"$T$", r"$T'$", r"$T''$"), fontsize=14)
sample = []
for i in range(80):
rcolor = random.choice(('c', 'g', 'b'))
x, y = ar.simulate(ts_length=T4)
y = y.flatten()
ax.plot(y, color=rcolor, lw=0.8, alpha=0.5)
ax.plot((T0, T1, T2), (y[T0], y[T1], y[T2],), 'ko', alpha=0.5)
plt.show()