The HHT represents a time-dependent series in a two-dimensional (2-D) time-frequency domain by extracting instan eous frequency components within the signal through an Empirical Mode Decomposition (EMD) process. The analytical background of t

The code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models a