You may apply Wolfram Language to your project. There is a free Wolfram Engine for developers and if you are developing in Python then with the Wolfram Client Library for Python you can use these functions in Python.

A good place to start is the Time Series Processing guide or the Random Processes guide; both of which contain a link to the Time Series Processes guide.

Use `RandomFunction`

with any of the processes you wish to simulate. For example, with a `MAProcess`

```
SeedRandom[9]
res1 = RandomFunction[MAProcess[2, {.3, -.5}, 1], {0, 100}]
```

The returned `TemporalData`

object is known throughout the language so further process or analysis can continue from here. For example, visualise the result with `ListLinePlot`

```
ListPlot[res1, Filling -> Axis]
```

The values can be directly viewed with the `"Values"`

property. Using `Short`

to limit the output.

```
res1["Values"] // Short
```

```
{2.00335, 1.15942, <<98>>, 2.7685}
```

Multiple paths can be generated as well. For example, generate two paths with `ARMAProcess`

```
SeedRandom[11]
res2 = RandomFunction[ARMAProcess[0.1, {0.8, 0.1}, {-0.4}, 0.1], {0, 100}, 2]
```

Visualise with `ListLinePlot`

```
ListLinePlot[res2]
```

`"Paths"`

property will return the paths as list.

```
res2["Paths"] // Short
```

```
{{{0,0.275976}, <<99>>, {100, 0.766177}}, {<<1>>}}
```

`"Components"`

property returns `TemporalData`

objects for each path.

```
res2["Components"]
```

```
ListLinePlot /@ res2["Components"]
```

Hope this helps.

Thanks for the reply. I explored the documentation, but could not find any info about time series data. Could you please provide me more info on that? – vipin bansal – 2019-05-27T12:56:40.737

Easily for time series use numpy and method random. – fuwiak – 2019-05-30T19:56:10.073

1My bad. Fake data, I mean over sampling of data, which is based upon the actual data only. For example, by tweaking "Euclidean Distance" of various feature, we can generate fake data which is approximately close to actual data. Similarly, for image, blurring, rotating, scaling will help us in generating some data which is again based upon the actual data. On the same way, I want to generate Time-Series data. Using Random method will generate purely un-relational data, which I don't want. – vipin bansal – 2019-05-31T06:04:39.323