psd_fBM (pyleoclim.utils.wavelet.psd_fBM)

pyleoclim.utils.wavelet.psd_fBM(freq, ts, H)[source]

Return the theoretical psd of a fBM

Parameters

  • freq (array) – vector of frequency

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

  • H (float) – Hurst index, should be in (0, 1)

Returns

psd – power spectral density

Return type

array

References

Flandrin, P. On the spectrum of fractional Brownian motions. IEEE Transactions on Information Theory 35, 197–199 (1989).