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This pull request introduces a new time series simulation method using a Wiener filter, exposes its interface throughout the package, and adds the necessary supporting utilities. It also bumps the package version to 0.0.6. The most important changes are summarized below:
New Simulation Method:
WienerFilterSimulatorclass ins2generator/simulator/wiener_filter.py, which implements time series simulation using a Wiener optimal filter fitted to input data. This includes methods for fitting the filter, generating new series, and estimating parameters using the Yule-Walker equations.API and Interface Updates:
simulatorin the main package API (s2generator/__init__.py) and ensuredWienerFilterSimulatoris imported ins2generator/simulator/__init__.py. [1] [2]s2generator/__init__.pyandsetup.pyto reflect the new features. [1] [2]Utility Enhancements:
yule_walkerfunction ins2generator/utils/_tools.pyto solve the Yule-Walker equations for AR model parameter estimation, and made it available in the package's utilities. [1] [2] [3] [4]These changes extend the package's capabilities for time series simulation and make the new functionality easily accessible to users.