White noise is a series that contains a collection of uncorrelated random variables. The following is a time series of Gaussian white noise generated as:
W_data <- 5*rnorm(500,0,1)
The series has zero mean and a finite variance.
Signal with noise
Many real-life signals are composed of periodic signals contaminated by noise, such as the one shown above. Here is a periodic signal given by
2cos(2pi*t/100 + pi)
Now, add the white noise we developed earlier:
