fBMsim (pyleoclim.utils.wavelet.fBMsim)

pyleoclim.utils.wavelet.fBMsim(N=128, H=0.25)[source]

Simple method to generate fractional Brownian Motion

Parameters

  • N (int) – the length of the simulated time series

  • H (float) – Hurst index, should be in (0, 1). The relationship between H and the scaling exponent beta is H = (beta-1) / 2

Returns

xfBm – the simulated fractional Brownian Motion time series

Return type

array

References

  1. http://cours-physique.lps.ens.fr/index.php/TD11_Correlated_Noise_2011

  2. https://www.wikiwand.com/en/Fractional_Brownian_motion

@authors: jeg, fzhu