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离散时间和连续状态过程

离散时间和连续状态过程

    
Wolfram Language code: procs = {MAProcess[{.3, -.5}, 0.1], ARProcess[{.3, -.5}, .1], ARMAProcess[{-.3, .1}, {.4}, 0.1], ARIMAProcess[{-.1}, 1, {.2}, .1], SARMAProcess[{.5}, {.2}, {12, {.8}, {-.2}}, 0.1], SARIMAProcess[{.3}, 1, {.2}, {12, {.4}, 3, {.2}}, 0.1], FARIMAProcess[{}, .3, {}, 0.1], CompoundRenewalProcess[PascalDistribution[1, 1 / 3], NormalDistribution[]]};
Wolfram Language code: data = RandomFunction[#, {0, 25}]& /@ procs;
Wolfram Language code: Table[ListPlot[data[[i]], PlotLabel -> Head[procs[[i]]], PlotRange -> All, Filling -> Axis, FillingStyle -> RandomChoice[ColorData[45, "ColorList"]]], {i, Length[procs]}]