Fig. 3
From: Second-order control of complex systems with correlated synthetic data
Example of the multi-scalar structure of the signal, basis of the construction of synthetic signals. Log-prices are represented on a time window of around 3 h for November 1st 2015 for asset EUR/USD, with 10 min (purple) and 30 min trends. The low-frequency components are the basis to build synthetic data, on which noises with a controlled correlation are superposed