没有自回归和移动平均分量的 FARIMAProcess 和离散时间限制的 FractionalGaussianNoiseProcess 经常用于对有色噪声进行建模.
| In[1]:= |  X |
| In[2]:= |  X |
用整数时间模拟这两种过程.
| In[3]:= |  X |
模拟 FractionalGaussianNoiseProcess.
| In[4]:= |  X |
| Out[4]= |  |
| In[5]:= |  X |
| Out[5]= |  |
模拟 FARIMA 噪声.
| In[6]:= |  X |
| Out[6]= |  |
| In[7]:= |  X |
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比较周期图.
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