Synthesis of Stationary Multivariate Series with Prescribed Covariance Function

The following package and source code examples are based on Using Surrogates and Optimal Transport for Synthesis of Stationary Multivariate Series with Prescribed Covariance Function and non-Gaussian Joint-Distribution P. Borgnat, P. Abry, P. Flandrin, 2011 .

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSizeDate
algo1_MVSurrogates_icassp12.m 6543 January 02 2014 14:53:18
algo2_MVSurrogates_icassp12.m 7523 January 02 2014 14:53:18
check_display_synth_bivariate_wPDFjoint.m 1860 January 02 2014 14:53:18
check_display_synth_trivariate_wPDF.m 2764 January 02 2014 14:53:18
CovarMAR1.m 1828 January 02 2014 14:53:18
disprog.m 896 January 02 2014 14:53:18
getoptions.m 539 January 02 2014 14:53:18
joint_hist.m 1316 January 02 2014 14:53:18
MV2surrogate_iaaft_transport_synth.m 5239 January 02 2014 14:53:18
MV2surrogate_iaaft_transport_synth_vsignal.m 4771 January 02 2014 14:53:18
perform_hist_eq.m 2388 January 02 2014 14:53:18
phasemodul_bivariate.m 1019 January 02 2014 14:53:18
phasemodul_multivariate.m 1573 January 02 2014 14:53:18
README.txt 1931 January 02 2014 14:53:18
README~.txt 1930 January 02 2014 14:53:18
surrogate_iaaft_bivariate_synth.m 3184 January 02 2014 14:53:18
surrogate_iaaft_bivariate_synth_vsignal.m 2968 January 02 2014 14:53:18
surrogate_iaaft_multivariate_synth.m 3147 January 02 2014 14:53:18
surrogate_iaaft_multivariate_synth_vsignal.m 2893 January 02 2014 14:53:18
synth_circul_bivariate.m 4481 January 02 2014 14:53:18
synth_circul_multivariate.m 4452 January 02 2014 14:53:18
test_synth_MVsurrogate_transport_demo.m 3701 January 02 2014 14:53:18