Alternative solution (Chapter 1, Exercise 3)

from matplotlib.patches import ConnectionPatch
import matplotlib.pyplot as plt
import numpy as np

# Initial function
def curve():
    n = np.random.randint(1,5)
    centers = np.random.normal(0.0,1.0,n)
    widths = np.random.uniform(5.0,50.0,n)
    widths = 10*widths/widths.sum()
    scales = np.random.uniform(0.1,1.0,n)
    scales /= scales.sum()
    X = np.zeros(500)
    x = np.linspace(-3,3,len(X))
    
    for center, width, scale in zip(centers, widths, scales):
        X = X + scale*np.exp(- (x-center)*(x-center)*width)
        
    return X

# Set random seed and subplots number
RANDOM_STATE = 25
np.random.seed(RANDOM_STATE)
rows = 50
cols = 3

# Configure figure and overlapping axes
fig, axs = plt.subplots(rows, cols, figsize=(10, rows*0.2), subplot_kw={'yticks': []})
plt.subplots_adjust(top=0.95, bottom=0.05, hspace=-0.5, wspace=0.1)

# Label columns with titles and rows with y-axis labels
# https://stackoverflow.com/a/25814386
row_names = [f'Serie {serie}' for serie in range(rows, 0, -1)]
col_names = [f'Value {value}' for value in range(1, cols + 1)]

for ax, name in zip(axs[:, 0], row_names):
    ax.set_ylabel(name, rotation=0, fontsize='small', loc='bottom', labelpad=40)
    
for ax, name in zip(axs[0], col_names):
    ax.set_title(name, fontsize='large', fontweight='bold', loc='left', pad=20)

# Control the degree of "softness/pastelness" of the colors (if required)
# https://stackoverflow.com/a/72289062
c = 0
colors = (1. - c) * plt.get_cmap('Spectral')(np.linspace(0, 1, rows)) + c * np.ones((rows, 4))
colors = colors[::-1]

# Plot graphs from left to right, from top to bottom
for idx in range(rows * cols):
    i = idx // cols
    j = idx % cols
    
    ax = axs[i][j]
    ax.set_facecolor('none')
    ax.spines[['left', 'top', 'right', 'bottom']].set_visible(False)
    
    if i != rows - 1:
        ax.get_xaxis().set_visible(False)
    
    y = curve()
    x = np.linspace(-3, 3, y.size)
    ax.plot(x, y, color='k', linewidth=1)
    ax.fill_between(x, y, color=colors[i])
    ax.set_zorder(i)

# Plot vertical lines for each column of subplots
for col_idx in range(cols):
    coords = axs[0][col_idx].get_position()
    zero_x_coords = (coords.x1 + coords.x0) / 2
    conn = ConnectionPatch(xyA=(zero_x_coords, 0.99), xyB=(0, 0), 
                           coordsA='figure fraction', coordsB='data', 
                           axesA=axs[0, col_idx], axesB=axs[rows-1, col_idx],
                           zorder=rows, linewidth=0.5, linestyle=(0, (8, 2)), color='k')
    fig.add_artist(conn)

plt.show()