CoSMoS-MATLAB

Complete Stochastic Modelling Solution (CoSMoS)

CoSMoS-MATLAB is a MATLAB package that makes time series generation with desired properties easy. Just choose the characteristics of the time series you want to generate, and it will do the rest. The generated time series preserve any probability distribution and any linear autocorrelation structure. Users can generate as many and as long time series from processes such as precipitation, wind, temperature, relative humidity etc. It is based on a framework that unified, extended, and improved a modeling strategy that generates time series by transforming “parent” Gaussian time series having specific characteristics (Papalexiou, 2018).