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.