Code for generating different types of time series in Matlab. Basic support for:
- Autoregressive processes,
MkSg_AR
- Systems of ODEs (dynamical systems, or flows, including all of those in Chaos and Time-Series Analysis by J. C. Sprott),
MkSg_Flow
- Iterative maps (including all of those listed in Chaos and Time-Series Analysis by J. C. Sprott),
MkSg_Map
- Uncorrelated random noise (from a given distribution),
MkSg_Noise
- Self-affine processes,
MkSg_SelfAffine
- Noisy sinusoids,
MkSg_Sine