Description Usage Arguments Value Note Author(s) References See Also Examples
This function generates time series with a lag-1 autocorrelation mimicking that of the supplied data.
1 | ar1sur(X, N = 3)
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X |
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N |
Integer number of surrogates desired |
List of surrogate time series
Time series with linear trends should be detrended prior to modeling. The estimation of the autocorrelation strength will otherwise likely fail.
Kira Rehfeld
Rehfeld, K., Marwan, N., Heitzig, J. and Kurths, J. (2011) Comparison of correlation analysis techniques for irregularly sampled time series, Nonlinear Processes in Geophysics, 18 (3), pp. 389-404. doi:10.5194/npg-18-389-2011
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