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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-04-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/10/9/1416 |