Generates a Gaussian time series from a first-order autoregressive (AR(1))
model with specified lag-1 autocorrelation, mean, and standard deviation.

internal

Makes univariate, multivariate, or random fields simulations precise and simple. Just select the desired time series or random fields’ properties and it will do the rest. CoSMoS is based on the framework described in Papalexiou (2018, <doi:10.1016/j.advwatres.2018.02.013>), extended for random fields in Papalexiou and Serinaldi (2020, <doi:10.1029/2019WR026331>), and further advanced in Papalexiou et al. (2021, <doi:10.1029/2020WR029466>) to allow fine-scale space-time simulation of storms (or even cyclone-mimicking fields).

Kevin Shook

CoSMoS

Complete Stochastic Modelling Solution

Simon Michael Papalexiou

Francesco Serinaldi

Filip Strnad

Yannis Markonis

AR1 function

<dl><dt>n</dt>
<dd>Positive integer. Number of values to generate.</dd>
<dt>alpha</dt>
<dd>Numeric in \((-1, 1)\). Lag-1 autocorrelation coefficient.</dd>
<dt>mean</dt>
<dd>Numeric. Process mean. Default <code>0</code>.</dd>
<dt>sd</dt>
<dd>Positive numeric. Process standard deviation. Default <code>1</code>.</dd></dl>

Arguments

Autoregressive model of order 1 — AR1

<dl>

<dt>n</dt>
<dd>Positive integer. Number of values to generate.</dd>


<dt>alpha</dt>
<dd>Numeric in \((-1, 1)\). Lag-1 autocorrelation coefficient.</dd>


<dt>mean</dt>
<dd>Numeric. Process mean. Default <code>0</code>.</dd>


<dt>sd</dt>
<dd>Positive numeric. Process standard deviation. Default <code>1</code>.</dd>

</dl>

AR1: Autoregressive model of order 1

Description

Usage

Value

Arguments