Figure 1.

State model schematic. The state model signal is characterized by four model parameters that are written as the vector θ ≡ (k, ε, μ, α). Above, we schematically illustrate the role of each parameter in shaping the signal. The parameter k, state 1, parameterizes the standard deviation of the noise (σ = k^−1/2). State 2 illustrates the effect of the finite lifetime of fluctuations in models with autoregression (0 < ε < 1). State 3 illustrates the role of the level mean μ. State 4 illustrates of the role of the level slope (α). To see this figure in color, go online.