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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| File Information |
| 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
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| Updates |
| 29 Jun 2004 |
Updated |
| 20 Jul 2009 |
Forced to change from GPL to BSD License. |
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