## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
                      collapse = TRUE,
                      comment = "#>"
)

## ----setup--------------------------------------------------------------------
op <- par(no.readonly = TRUE)
require(zoo)
library(synthesis)

## ----mod1, fig.cap=c('Example of Random walk model','Example of Autoregressive models','Example of Threshold autoregressive models'), fig.height=c(5,7,7), fig.width=c(5,9,9), out.width= c('80%','100%','100%')----
set.seed(2021)
sample=500

###Synthetic example - RW model
data.rw <- data.gen.rw(nobs=sample,drift=0.1,sd=1)

plot.ts(data.rw$xd, ylim=c(-35,55), main="Random walk", xlab=NA, ylab=NA, cex.axis=1.5)
lines(data.rw$x, col=4); abline(h=0, col=4, lty=2); abline(a=0, b=.1, lty=2)

###Synthetic example - AR models
data.ar1 <- data.gen.ar1(nobs=sample)
data.ar4 <- data.gen.ar4(nobs=sample)
data.ar9 <- data.gen.ar9(nobs=sample)

plot.zoo(cbind(data.ar1$x,data.ar4$x,data.ar9$x), col=c("black","red","blue"),
         ylab=c("AR1","AR4","AR9"),main=NA, xlab=NA, cex.axis=1.5)

###Synthetic example - TAR models
# Two TAR models in Sharma (2000)
tar1 <- data.gen.tar1(nobs=1000)$x #TAR in Equation (8)
tar2 <- data.gen.tar2(nobs=1000)$x #TAR in Equation (9)

# Generalized TAR, an example in Jiang et al. (2020)
tar <- data.gen.tar(nobs=1000,ndim=9,phi1=c(0.6,-0.1),
                     phi2=c(-1.1,0),theta=0,d=2,p=2,noise=0.1)$x 

plot.zoo(cbind(tar1,tar2,tar), col=c("black","red","blue"), ylab=c("TAR1","TAR2","TAR"),
              main=NA, xlab=NA, cex.axis=1.5)

## ----mod6, fig.cap=c('Example of Sinusoidal model'), fig.height=5, fig.width=9, out.width= c('100%')----
set.seed(2021)
sample=500

sw <- synthesis::data.gen.SW(nobs=sample, freq=25, A=2, phi=0.6*pi, mu=0, sd=0.1)
plot(sw$t,sw$x, type='o', ylab='Cosines', xlab="t")

## ----mod2, fig.cap=c('Example of Hysteresis loop', 'Example of Friedman with independent and correlated uniform variates'), fig.height=c(4,7), fig.width=c(4,9), out.width= c('80%','100%')----
sample=1000
###synthetic example - Hysteresis loop
#Frequency, sampled from a given range
fd <- c(3,5,10,15,25,30,55,70,95)
data.HL <- data.gen.HL(nobs=sample,m=3,n=5,fp=25,fd=fd, sd.x=0, sd.y=0)

plot(data.HL$x,data.HL$dp[,data.HL$true.cpy], xlab="x", ylab = "y", type = "p", cex.axis=1.5,cex.lab=1.5)
###synthetic example - Friedman
#Friedman with independent uniform variates
data.fm1 <- data.gen.fm1(nobs=sample, ndim = 9, noise = 0)
#Friedman with correlated uniform variates
data.fm2 <- data.gen.fm2(nobs=sample, ndim = 9, r = 0.6, noise = 0) 

plot.zoo(cbind(data.fm1$x,data.fm2$x), col=c("red","blue"), main=NA, xlab=NA,
              ylab=c("Friedman with \n independent uniform variates",
                     "Friedman with \n correlated uniform variates"))

## ----mod3, fig.cap=c('Example of Hénon map','Example of Logistic map','Example of Duffing map'), fig.height=4, fig.width=9, out.width= '100%'----
###Synthetic example - Iterated mappings
set.seed(2021)
par(mfrow=c(1,3), ps=12, cex.lab=1.5, pty="s")
sample <- 1000
Henon.map <- data.gen.Henon(nobs = sample, do.plot=TRUE)
Logistic.map <- data.gen.Logistic(nobs = sample, do.plot=TRUE)
Duffing.map <- data.gen.Duffing(nobs = sample, do.plot=TRUE)

## ----mod4, fig.cap='Example of Rossler system: Phase portraits in a 2D projection of its state space', fig.height=5, fig.width=9, out.width= '100%'----
###Synthetic example - Rossler
ts.r <- synthesis::data.gen.Rossler(a = 0.2, b = 0.2, w = 5.7, start=c(-2, -10, 0.2), 
                         time = seq(0, 50, length.out = 5000), s=0)

par(mfrow=c(1,2), ps=12, cex.lab=1.5)
plot(ts.r$x,ts.r$y, xlab="x",ylab = "y", type = "l")
plot(ts.r$x,ts.r$z, xlab="x",ylab = "z", type = "l")


## ----mod5, fig.cap='Example of Lorenz system: Phase portraits in a 2D projection of its state space', fig.height=5, fig.width=9, out.width= '100%'----
###Synthetic example - Lorenz
ts.l <- data.gen.Lorenz(sigma = 10, beta = 8/3, rho = 28, start = c(-13, -14, 47), 
                        time = seq(0, 50, length.out = 5000), s=0)

par(mfrow=c(1,2), ps=12, cex.lab=1.5)
plot(ts.l$x,ts.l$y, xlab="x",ylab = "y", type = "l")
plot(ts.l$x,ts.l$z, xlab="x",ylab = "z", type = "l")

## ----class, fig.cap='Example of Classification system: Blobs, Circles and Spirals', fig.height=4, fig.width=9, out.width= '100%'----
set.seed(2021)
sample=500

par(mfrow=c(1,3), ps=12, cex.lab=1.5, pty="s")
Blobs=data.gen.blobs(nobs=sample, features=2, centers=5, sd=1, bbox=c(-10,10), do.plot=TRUE)
Circles=data.gen.circles(n = sample, r_vec=c(1,1.5), start=runif(1,-1,1), s=0.1, do.plot=TRUE)
Spirals=data.gen.spirals(n = sample, cycles=3, s=0.01, do.plot=TRUE)

## ----ss, fig.cap='Example of linear Gaussian state-space model', fig.height=7, fig.width=9, out.width= '100%'----
###Linear Gaussian state-space model

data.LGSS <- data.gen.LGSS(theta=c(0.75,1.00,0.10), nobs=500, do.plot = TRUE)


## ----affine, fig.cap='Example of the affine error model', fig.height=7, fig.width=9, out.width= '100%'----
# Affine error model with 1 true observation and 3 dummy variables
data.affine<-data.gen.affine(500)

plot.ts(cbind(data.affine$x,data.affine$dp), main="Affine error model")


## ----brown, fig.cap='Example of Brownian motion models', fig.height=4, fig.width=9, out.width= '100%'----
# Brownian motion models
set.seed(100)
sample <- 500

par(mfrow=c(1,3), ps=10, cex.lab=1.5, pty="s")
data.bm <- data.gen.bm(do.plot = TRUE)
data.gbm <- data.gen.gbm(do.plot = TRUE)
data.fbm <- data.gen.fbm(do.plot = TRUE)
par(op)

## ----wq, fig.cap='Example of build-up and wash-off models', fig.height=4, fig.width=9, out.width= '100%'----
# Build up and wash off model
set.seed(101)
sample = 500

#create a gamma shape storm event
q<- seq(0,20, length.out=sample)
p <- pgamma(q, shape=9, rate =2, lower.tail = T)
p <- c(p[1],p[2:sample]-p[1:(sample-1)])

data.tss<-data.gen.BUWO(sample, k=0.5, a=5, m0=10, q=p)
plot.zoo(cbind(p, data.tss$x, data.tss$y), xlab=NA,
         ylab=c("Q","Bulid-up","Wash-off"), main="TSS")