Description Usage Arguments Value Note Author(s) Examples

This function allows us to generate a non-stationary AR(1) blocks process.

1 2 | ```
gen_ar1blocks(phi, sigma2, n_total, n_block, scale = 10,
title = NULL, seed = 135, ...)
``` |

`phi` |
A |

`sigma2` |
A |

`n_total` |
An |

`n_block` |
An |

`scale` |
An |

`title` |
A |

`seed` |
An |

`...` |
Additional parameters. |

A `vector`

containing the AR(1) blocks process.

This function helps generate a non-stationary process example, AR(1) blocks, whose theoretical maximum overlapping allan variance (MOAV) is different and can be distinguished from the theoretical MOAV of a stationary AR(1) process. This difference of allan variance between stationary and non-stationary processes is proved to be able to be captured by the calculation of theoretical allan variance raised in "A Study of the Allan Variance for Constant-Mean Non-Stationary Processes" by Xu et al. (IEEE Signal Processing Letters, 2017), preprint available: https://arxiv.org/abs/1702.07795.

Yuming Zhang and Haotian Xu

1 2 3 4 5 6 7 | ```
Xt = gen_ar1blocks(phi = 0.9, sigma2 = 1,
n_total = 1000, n_block = 10, scale = 100)
plot(Xt)
Yt = gen_ar1blocks(phi = 0.5, sigma2 = 5, n_total = 800,
n_block = 20, scale = 50)
plot(Yt)
``` |

SMAC-Group/simts documentation built on July 23, 2018, 1:15 a.m.

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