ESS210B
Prof. Jin-Yi Yu
Example –
Red Noise
q The mathematic form of red noise is as
following:
a: the
degree of memory
from previous states (0 < a <
1)
e:
random number
Dt:
time interval between data points
x: standardized variable (mean =0; stand
deviation = 1)
q It can be shown that the autocorrelation
function of the red noise is:
Te is the
e-folding decay time.
(From Hartmann 2003)