A Stochastic Iterative Amplitude Adjusted Fourier Transform algorithm with improved accuracy
A stochastic version of the Iterative Amplitude Adjusted Fourier Transform (IAAFT) algorithm is presented. This algorithm is able to generate so-called surrogate time series, which have the amplitude distribution and the power spectrum of measured time series or fields. The key difference between th...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2006-01-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/13/321/2006/npg-13-321-2006.pdf |