Analysis of fractional Gaussian noises using level crossing method

Details Analysis of fractional Gaussian noises using level crossing method Analysis of fractional Gaussian noises using level crossing method

2011-12-07

arxiv.org/abs/1112.1502v1

J. Stat. Mech. (2011) P11021

Physics

Data Analysis, Statistics and Probability

12 pages, 6 figures and 1 table

Scientific paper

10.1088/1742-5468/2011/11/P11021

The so-called level crossing analysis has been used to investigate the empirical data set. But there is a lack of interpretation for what is reflected by the level crossing results. The fractional Gaussian noise as a well-defined stochastic series could be a suitable benchmark to make the level crossing findings more sense. In this article, we calculated the average frequency of upcrossing for a wide range of fractional Gaussian noises from logarithmic (zero Hurst exponent, H=0), to Gaussian, H=1, ($0

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