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90                                                5 Time-Series Analysis

                                    Composite Periodic Signal
                  4
                  3
                  2
                  1
                y(t)  0
                 −1
                 −2
                 −3
                 −4
                   0     20   40   60    80   100   120  140  160   180  200
                                               t
                a
                                Signal with Additive Random Noise
                  4
                                                     Signal with
                  3
                                                       noise
                  2
                  1
                y(t)  0
                 −1
                 −2
                                  Original
                 −3                signal
                 −4
                   0    20    40   60    80   100   120  140  160   180  200
                                               t
                b
                                    Signal with Linear Trend
                  4
                                                     Signal with
                  3
                                                       trend
                  2
                  1
                y(t)  0
                 −1
                 −2
                                                              Original
                 −3
                                                               signal
                 −4
                   0     20   40   60    80   100   120  140  160   180  200
                                               t
                c

            Fig. 5.3 a Synthetic signal with the periodicities τ =50, τ =15 and τ =5, different amplitudes,
                                                1    2      3
            b overlain by gaussian noise and c a linear trend.
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