dorsal/arxiv
View SchemaMultiscaling comparative analysis of time series and geophysical phenomena
| Authors | Nicola Scafetta, Bruce J. West |
|---|---|
| Categories | |
| ArXiv ID | physics/0509249 |
| URL | https://arxiv.org/abs/physics/0509249 |
| Journal | Complexity 10(4), 51-56 (2005) |
Abstract
Different methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation of the variance of a diffusion process whose step increments are generated by the data. An alternative method focuses on the direct evaluation of the scaling coefficient of the Shannon entropy of the same diffusion distribution. The combined use of these methods can efficiently distinguish between fractal Gaussian and L\'{e}vy-walk time series and help to discern between alternative underling complex dynamics.
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"abstract": "Different methods are used to determine the scaling exponents associated with\na time series describing a complex dynamical process, such as those observed in\ngeophysical systems. Many of these methods are based on the numerical\nevaluation of the variance of a diffusion process whose step increments are\ngenerated by the data. An alternative method focuses on the direct evaluation\nof the scaling coefficient of the Shannon entropy of the same diffusion\ndistribution. The combined use of these methods can efficiently distinguish\nbetween fractal Gaussian and L\\\u0027{e}vy-walk time series and help to discern\nbetween alternative underling complex dynamics.",
"arxiv_id": "physics/0509249",
"authors": [
"Nicola Scafetta",
"Bruce J. West"
],
"categories": [
"physics.geo-ph",
"physics.comp-ph"
],
"journal_ref": "Complexity 10(4), 51-56 (2005)",
"title": "Multiscaling comparative analysis of time series and geophysical phenomena",
"url": "https://arxiv.org/abs/physics/0509249"
},
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