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q |
The mathematic form of red
noise is as following:
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a: the degree of
memory from previous states (0 < a < 1)
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e: random number
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Dt: time interval between data points
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x: standardized variable
(mean =0; stand deviation = 1)
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q |
It can be shown that the
autocorrelation function of the red noise is:
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Te
is the e-folding decay time.
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