Multiscaling comparative analysis of time series and geophysical phenomena

Details Multiscaling comparative analysis of time series and geophysical phenomena Multiscaling comparative analysis of time series and geophysical phenomena

2005-09-29

arxiv.org/abs/physics/0509249v2

Complexity 10(4), 51-56 (2005)

Physics

Geophysics

10 pages, 5 figures

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Multiscaling comparative analysis of time series and geophysical phenomena does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multiscaling comparative analysis of time series and geophysical phenomena, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multiscaling comparative analysis of time series and geophysical phenomena will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-460120