14.3 Create a signal
I want something fairly smooth but still stochastic. It is not important how you create it. We are not interested in its parameters but only its shape. The idea is that there is some average signal (imagine a mean temperature, say) that is slowly changing. We are trying to pick up that signal and separate it from the noise added by our sensors. Our sensors might not be noisy because they are bad. It may be that what we are measuring has a local noisy component (from say local winds or currents or something). That noise might be autoregressive (temporally correlated) because whatever we are measuring is temporally correlated (like temperature).
Here I use
arima.sim() to create a signal and then then smooth it with
filter(). I set the seed. Change to make a new data set.