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8 - Noise in Time-Series
Robin Crockett, University of Northampton
Book:

A Primer on Fourier Analysis for the Geosciences

Published online:

01 February 2019

Print publication:

14 February 2019, pp 123-136
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Summary

Overview of key identifying features of noise as can typically occur in geoscience time-series. Categorisation according to noise colour; white, red and blue noise. Consideration of autocorrelation and autoregression, power spectral density and power-law. Worked red-noise example to illustrate.