Caccia, David C.; Percival, Donald; Cannon, Michael J.; … - In: Physica A: Statistical Mechanics and its Applications 246 (1997) 3, pp. 609-632
Precise reference signals are required to evaluate methods for characterizing a fractal time series. Here we use fGp (fractional Gaussian process) to generate exact fractional Gaussian noise (fGn) reference signals for one-dimensional time series. The average autocorrelation of multiple...