ar1_sim (pyleoclim.utils.tsmodel.ar1_sim)

pyleoclim.utils.tsmodel.ar1_sim(y, p, t=None)[source]

Produce p realizations of an AR(1) process of length n with lag-1 autocorrelation g calculated from y and (if provided) t

Parameters

  • y (array) – a time series; NaNs not allowed

  • p (int) – column dimension (number of surrogates)

  • t (array) – the time axis of the series

Returns

ysim – n by p matrix of simulated AR(1) vector

Return type

array

See also

pyleoclim.utils.tsmodel.ar1_model

Simulates a (possibly irregularly-sampled) AR(1) process with given decay constant tau, à la REDFIT.

pyleoclim.utils.tsmodel.ar1_fit

Returns the lag-1 autocorrelation from AR(1) fit OR persistence from tauest.

pyleoclim.utils.tsmodel.ar1_fit_evenly

Returns the lag-1 autocorrelation from AR(1) fit assuming even temporal spacing.

pyleoclim.utils.tsmodel.tau_estimation

Estimates the temporal decay scale of an (un)evenly spaced time series.