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Simulate non-stationary time series by varying the parameters of otherwise stationary systems

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brendanjohnharris/NonstationaryProcesses.jl

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NonstationaryProcesses.jl

Generate nonstationary time series by varying the parameters of otherwise stationary processes

/src/ contains functions that define each system and structs that set the default parameters.

An example of a nonstationary time series generated by the DequanLi system

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Simulate non-stationary time series by varying the parameters of otherwise stationary systems

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