Amplitude adjusted Fourier transform surrogates

AAFT

using TimeseriesSurrogates, CairoMakie, Makie
ts = AR1() # create a realization of a random AR(1) process
s = surrogate(ts, AAFT())

surroplot(ts, s)

Iterative AAFT (IAAFT)

The IAAFT surrogates add an iterative step to the AAFT algorithm improve convergence.

using TimeseriesSurrogates, CairoMakie, Makie
ts = AR1() # create a realization of a random AR(1) process
s = surrogate(ts, IAAFT())

surroplot(ts, s)