Is your feature request related to a problem? Please describe.
Moore et al. (2022) introduces an algorithm to generate surrogate data that obeys the same power-law distribution as the original data. The algorithm takes integer-valued time series as input, and works by prime-factor-decomposing each data point, and then shuffling prime factors in some way (I haven't read the paper in detail).
This looks like a method we should offer.
References
https://journals.aps.org/prx/abstract/10.1103/PhysRevX.12.021056
Is your feature request related to a problem? Please describe.
Moore et al. (2022) introduces an algorithm to generate surrogate data that obeys the same power-law distribution as the original data. The algorithm takes integer-valued time series as input, and works by prime-factor-decomposing each data point, and then shuffling prime factors in some way (I haven't read the paper in detail).
This looks like a method we should offer.
References
https://journals.aps.org/prx/abstract/10.1103/PhysRevX.12.021056