Fig 8. Trace of artificially generated toy data.
y0 = 2.8 * sin(2π * 1000) + 1.2 * sin(2π * 3000x) + 0.2 * sin(2π * 500x) in blue and y = y0 + N(0,1) in green. Pearson correlation coefficient between y0 and y is equal to 0.91.
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