how to generate synthetic data using probability?

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I have trajectories data.
and I wanna make synethetic trajectories using probability, if possible, using gaussian process.
but i have no idea how to do this.
Please let me know how to do this.
thanks.

回答(1 个)

Walter Roberson
Walter Roberson 2022-8-4
randn() * standard_deviation + mean
The result is seldom realistic trajectories, as real trajectories have more continuity. Using a covariance matrix to bias the results might give something more realistic. For example Brownian Motion involves particles continuing to move in a straight line until collision.

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