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Surrogate time series and fields

by V. Venema

 

20 Apr 2004 (Updated 20 Jul 2009)

Algorithms to calculate 1D, 2D and 3D fields with your specified power spectrum and distribution.

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Description

These algorithms are an implementation of the iterative amplitude adapted Fourier Transform method of Schreiber and Schmitz to make surrogate time series. These surrogate time series or fields were made to have the Power spectrum and the amplitude distribution (or PDF) from a measurement, but also theoretical input is possible. The algorithm can handle 1D, 2D and 3D data and were written to simulate cloud fields. As the shape of the PDF can be anything, you can create cloud fields ranging from stratus, and stratocumulus to cumulus. It also includes functions to make 2D surrogate fields from 1D measurements and 3D fields from 2D measurements. The latter functions should probably only be used for clouds, all other functions are likely generally useful for the stochastic modeling of (geophysical) fields, especially for applications where the distribution of important because a nonlinear process will be modeled using the stochastic fields as input.
http://www.meteo.uni-bonn.de/venema/themes/surrogates/

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (1)
04 Mar 2005 Joyer Lee

Thanks for the great tool
Is it possible to fit the complicated geology data such as fracture distribution?

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Updates
29 Jun 2004

Updated

20 Jul 2009

Forced to change from GPL to BSD License.

Tag Activity for this File
Tag Applied By Date/Time
surrogates V. Venema 22 Oct 2008 07:18:10
iaaft V. Venema 22 Oct 2008 07:18:11
iterative V. Venema 22 Oct 2008 07:18:11
amplitude V. Venema 22 Oct 2008 07:18:11
adapted V. Venema 22 Oct 2008 07:18:11
fourier transform V. Venema 22 Oct 2008 07:18:11
stochastic modeling V. Venema 20 Jul 2009 11:22:36
nonlinear processes V. Venema 20 Jul 2009 11:22:36
data generation V. Venema 20 Jul 2009 11:22:36
measurement V. Venema 20 Jul 2009 11:22:36

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