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
@authors: jeg, fzhu