PowerLawNoise

Generate power law noise, in Julia.

This package implements a novel algorithm, following the work in "On generating power law noise", Timmer, J. and Koenig, M., Astron. Astrophys. 300, 707-710 (1995), which allows generating power law noise with arbitrary dimensions and arbitrary exponents. An exponent of $\beta = 0$, $1$ and $2$ corresponds to white, pink and red noise. The figure below demonstrates the difference between them, by plotting the resultant time series, generated via PowerLawNoise.jl:

Here is another one, but this time we are simulating noise in two dimensions:

We can also go ahead and verify that the algorithm works by performing a linear fit to the logarithmic plot of the power spectrum of the noisy time series generated via PowerLawNoise.jl. Here, we do this for the case of red noise (that is, $\beta = 2.0$):

Install it by typing and running:

] add PowerLawNoise

in the Julia REPL.