On the Autocorrelation Function of 1/<i>f</i> Noises

The outputs of many real-world complex dynamical systems are time series characterized by power-law correlations and fractal properties. The first proposed model for such time series comprised fractional Gaussian noise (fGn), defined by an autocorrelation function <inline-formula><math xmln...

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Bibliographic Details
Main Authors: Pedro Carpena, Ana V. Coronado
Format: Article
Language:English
Published: MDPI AG 2022-04-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/9/1416