Successive random addition (SRA) is a popular and efficient algorithm for generating fractional Brownian motion (FBM). The difference of adjacent samples of FBM is called fractional Gaussian noise (FGN) and has a known self-similarity parameter H and power spectral density (PSD). For a FGN...

Precise reference signals are required to evaluate methods for characterizing a fractal time series. Here we use fGp (fractional Gaussian process) to generate exact fractional Gaussian noise (fGn) reference signals for one-dimensional time series. The average autocorrelation of multiple...