Discrete Simulated Power Law Data in the Time Domain Using the Kasdin and Walter (1992) Method Visualized by the Visual Recurrence Analysis (VRA) Method

This document will show graphically some discrete simulated power-law noise sequences as generated with the new program powlnsim.c on a Toshiba 1555 CDS laptop computer (380 MHz, 64 MB RAM, 4.3 GB HDD).

The results are shown below. Most interesting is to watch the noise move towards a more structured form in the dimension 1, delay 1 VRA views. This form of structure change shows the data going from high-frequency noise towards a low-frequency dominant noise, as do the other methods.

Animated loop of all VRA images. (405 KB)
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Kasdin, N.J. and Walter, T. (1992), "Discrete Simulation of Power Law Noise," in Proceedings of the 1992 IEEE Frequency Control Symposium, pp. 274-283.
Kononov, E. (1999), Visual Recurrence Analysis Version 4.2, software.