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What is the practical procedure to analyse a given time series with white noise, white noise + flicker noise and white noise + random walk noise
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What is the practical procedure to analyse a given time series with white noise, white noise + flicker noise and white noise + random walk noise
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José-Luis
il 25 Dic 2012
Modificato: José-Luis
il 25 Dic 2012
It is to read a book on signal processing, for example. Once you know how you'd like to solve it and if you run into problems implementing your solution in Matlab, then a lot of people will be happy to help you in this forum.
As it is, this question is far too general to be answered properly. It depends on your data and what you know about the structure of the noise. A generic answer would be: Use the signal processing toolbox.
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