SciML / SciML/DiffEqNoiseProcess.jl

Standard temporally-colored noise

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Dominant language
Julia
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62
Forks
32
Avg merge
8h 38m
Merged PRs (30d)
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Description

With the new infrastructure, it should be pretty easy to define temporally-colored noise. But we should provide some easy defaults. For example, the NoiseGrid can be made just from a grid of pre-calculated points, which should be pretty simple to do from an FFT or something. Sadly, I don't actually know how to do this!

I found in some MATLAB site that 1/f noise can be defined as:

https://www.mathworks.com/matlabcentral/newsreader/view_thread/71461

y(t)= sum_n (1/n)sin(2*pi*f0*n*t+r(n))

I'm not too familiar with this stuff so I was wondering if anyone knew of a good write-up on this stuff to help get me on the right track. Any guidance, maybe @elevien or @AshtonSBradley ?

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Research direction

The issue names NoiseGrid and the existing noise-process infrastructure but no files or tests. Start by locating NoiseGrid and reviewing how current noise processes are constructed, then consult the linked 1/f-noise formula and FFT approaches. Done would require an agreed design and usable defaults for temporally colored noise.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
backend
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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