generate_anomalous_data#

generate_anomalous_data(n: int = 100, anomalies: tuple[int, int] | list[tuple[int, int]] = (70, 80), means: float | list[float] | list[ndarray] = 3.0, variances: float | list[float] | list[ndarray] = 1.0, random_state: int = None) DataFrame[source]#

Generate multivariate normal data with anomalies.

Parameters:
nint, optional (default=100)

Number of observations.

anomalieslist of tuples, optional (default=[(71, 80)])

List of tuples of the form [start, end) indicating the start and end of an anomaly.

meanslist of floats or list of arrays, optional (default=[0.0])

List of means for each segment.

varianceslist of floats or list of arrays, optional (default=[1.0])

List of variances for each segment.

random_stateint or RandomState, optional

Seed or random state for reproducible results. Defaults to None.

Returns:
pd.DataFrame

DataFrame with generated data.