Shareef Siddeek wrote:
>
> Hi Simon,
> A side issue to this thread. Why certain types of noises in time series analysis
> are called 'white noises'? Is there any other colors attached to different types
> of noises? Are there green or red noises?
It's a metaphor. White = uniform (in a certain sense) mixture of all
frequencies.
One does sometimes hear of pink noise, which is the result of smoothing
off the higher frequencies.
"Red" or "green" would be monochromatic, so not noise.
-Robert Dawson
.
.
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