分形高斯噪声与分形布朗运动序列的生成--及功率谱估计matlab "分数阶高斯噪声随机数据仿真系统的设计与实现.pdf" 1308.0399.pdf create_fgn.m degree_create.m degree_create_fbm_sucess.m EMD emd.m EMD.rar EMDfenshufourier.pdf fftconv.m fftfgn.m fftfgn2.m fftfgn3.m fgn_fbm.fig FGN水位值 FGN水位值2 fig_b6hourly.m fractional_brownian_motion.m generator_FFT.m IEEE_SP_Exact_Synthesis_1D.pdf lrd.m LRD_RESOUCE.m make_graphic.m power_spectrum_example.m PSD.m qq_31763735-10324094-分形高斯噪声完整版

Fractional Gaussian Noise,里面有多个噪声可选择,其中fBmWoodChan函数只需要输入序列长度和hurst指数即可.fBM的时间序列差分即使FGN.