search

JuliaDynamics / TimeseriesSurrogates.jl

A Julia package for generating timeseries surrogates
https://juliadynamics.github.io/TimeseriesSurrogates.jl/stable/
Other
47 stars 9 forks source link

Use ARFIMA.jl in favor of defining models? #33

Closed Datseris closed 4 years ago

Datseris commented 4 years ago

I can move ARFIMA.jl to JuliaDynamics and instead of re-inventing the wheel and defining models here we could just use it in the docs or just cite it in the docs.

https://github.com/Datseris/ARFIMA.jl

Datseris commented 4 years ago

Ah, I see now that the systems are not the trivial ARFIMA but nonlinear ones...

Still, should be useful to cite ARFIMA.jl.

kahaaga commented 4 years ago

The surrogate methods are also conceptually different in that they simulate time series based on other time series, instead of generating them from parameterized models. A reference to ARFIMA.jl is in the documentation would be useful to highlight this difference.