Complete Stochastic Modelling Solution
AutoCorrelation Structure
Autocorrelation structure functions
ACTF auto-correlation transformation function
ACTF auto-correlation transformation function for discrete distributio...
Inverse of ACTF auto-correlation transformation function
Inverse of ACTF auto-correlation transformation function
ACTI - autocorrelation transformation integral function
AutoCorrelation Transformed Points
Advection fields
Advection fields
Hyperbolic advection field
Radial advection field
Rotational advection field
Spiraling advection field
Spiraling advection field satisfying continuity equation
Uniform advection field
The Functions analyzeTS, reportTS, and simulateTS
Anisotropy transformation
Anisotropy transformation
Affine anisotropy transformation
Swirl anisotropy transformation
Wave anisotropy transformation
Autoregressive model of first order
Autoregressive model of order p
Burr Type III distribution
Burr Type XII distribution
Numerical and visual check of generated random fields
Check generated timeseries
CoSMoS: Complete Stochastic Modelling Solution
Empirical cummulative distrubution function
Complementary (inverse) error function
Ratio mean square error
Autocorrelation structure fit
Fit the AutoCorrelation Transformation Function
Distribution fitting
VAR model parameters to simulate correlated parent Gaussian random vec...
Simulation of multiple time series with given marginals and spatiotemp...
Faster simulation of multiple time series with approximately separable...
Simulation of random field with given marginals and spatiotemporal pro...
Faster simulation of random fields with approximately separable spatio...
Generate timeseries
Get names of autocorrelation structure (ACS) function arguments
Get names of distribution function arguments
Generalized extreme value distribution
Generalized gamma distribution
L-Moments calculation
Numerical estimation of moments
Norm - function to be minimized during distrubution fit
Pareto type II distribution
AutoCorrelation Transformation Function visualisation
Plot method for check results
Plot generated Timeseries
Plot method for fitACS
Plot method for fitDist
Population statistics
Quick visualization of basic timeseries properties
Bulk Timeseries generation
Estimation of sample moments
Calculate seasonal ACF
Seasonal AR model
Clayton SpatioTemporal Correlation Structure
Gneiting-14 SpatioTemporal Correlation Structure
Gneiting-16 SpatioTemporal Correlation Structure
SpatioTemporal Correlation Structure
SpatioTemporal Correlation Structure
Stratify timeseries by season
Yule-Walker solver
Makes univariate, multivariate, or random fields simulations precise and simple. Just select the desired time series or random fields’ properties and it will do the rest. CoSMoS is based on the framework described in Papalexiou (2018, <doi:10.1016/j.advwatres.2018.02.013>), extended for random fields in Papalexiou and Serinaldi (2020, <doi:10.1029/2019WR026331>), and further advanced in Papalexiou et al. (2021, <doi:10.1029/2020WR029466>) to allow fine-scale space-time simulation of storms (or even cyclone-mimicking fields).