{"paper":{"title":"A tutorial on reproducing a predefined autocovariance function through AR models: Application to stationary homogeneous isotropic turbulence","license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","headline":"","cross_cats":[],"primary_cat":"stat.AP","authors_text":"Alvaro Cuerva-Tejero, Cristobal Gallego-Castillo, Mohanad Elagamy, Oscar Lopez-Garcia, Sergio Avila-Sanchez","submitted_at":"2021-05-24T16:59:13Z","abstract_excerpt":"Sequential methods for synthetic realisation of random processes have a number of advantages compared with spectral methods. In this article, the determination of optimal autoregressive (AR) models for reproducing a predefined target autocovariance function of a random process is addressed. To this end, a novel formulation of the problem is developed. This formulation is linear and generalises the well-known Yule-Walker (Y-W) equations and a recent approach based on restricted AR models (Krenk-Moller approach, K-M). Two main features characterise the introduced formulation: (i) flexibility in "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2105.11409","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2105.11409/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}