Fig. 3. Comparison of autocorrelation functions from simulated signals presenting a PL and a PL+P with a cutoff frequency in their PSDs, resp.
A, B show a PSD estimation of pink “1/f ” simulated noise (dimensionless) and the corresponding autocorrelation function, (C, D) are the PSD and autocorrelation function of a “power-law + plateau” process. The cutoff frequency fc and the cutoff time τc = 1/fc denote the frequency and time at which the plateau starts and the correlations end, respectively. The effect of the plateau in (C) is to shorten the range of the correlations, as is shown in (D). The dashed and the full horizontal lines provide a 99% and 95% confidence interval for the autocorrelation function, respectively. Note that in (B), the power-law decay of the autocorrelation function is only expected asymptotically for t → + ∞.