ar1_model (pyleoclim.utils.tsmodel.ar1_model)

pyleoclim.utils.tsmodel.ar1_model(t, tau, output_sigma=1)[source]
Simulate a (possibly irregularly-sampled) AR(1) process with given decay

constant tau, à la REDFIT.

Parameters

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

  • tau (float) – the averaged persistence

Returns

y – the AR(1) time series

Return type

array

References

Schulz, M. & Mudelsee, M. REDFIT: estimating red-noise spectra directly from unevenly spaced

paleoclimatic time series. Computers & Geosciences 28, 421–426 (2002).