Temporal Time Series Analysis

Generation of Gaussian White Noise

Generation of Gaussian White Noise

Generation of a autoregressive time series

Generation of a autoregressive time series

Generation of a moving average time series

Generation of a moving average time series

White noise analytical and estimated autocorrelation, and 95% confidence interval

White noise analytical and estimated autocorrelation, and 95% confidence interval

Generation of a signal plus noise time series

Generation of a signal plus noise time series

Generation of a random walk with drift time series

Generation of a random walk with drift time series

AR(1) analytical and estimated autocovariance

AR(1) analytical and estimated autocovariance

Moving average analytical and estimated autocovariance

Moving average analytical and estimated autocovariance

Plotting samples from harmonic process

Plotting samples from harmonic process

Harmonic process analytical and estimated autocovariance

Harmonic process analytical and estimated autocovariance