Matlab code for generating time series from different types of generative model systems.
Basic support for:
- Autoregressive processes:
MkSg_AR - Systems of ODEs (dynamical systems, or flows, including all systems included 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
runScript.m