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arXiv:physics/0509249v1 (physics)
[Submitted on 29 Sep 2005 (this version) , latest version 30 Sep 2005 (v2) ]

Title: Multiscaling comparative analysis of time series and geophysical phenomena

Title: 多尺度比较分析时间序列和地质物理现象

Authors:Nicola Scafetta, Bruce J. West
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.
Abstract: 不同的方法用于确定与描述复杂动力过程的时间序列相关的标度指数,例如在地球物理系统中观察到的那些。 这些方法中的许多都是基于对扩散过程方差的数值评估,该过程的步长增量由数据生成。 另一种方法则专注于直接评估同一扩散分布的香农熵的标度系数。 这些方法的综合使用可以高效地区分分形高斯和莱维游走时间序列,并有助于区分替代的底层复杂动力学。
Comments: 10 pages, 5 figures
Subjects: Geophysics (physics.geo-ph) ; Computational Physics (physics.comp-ph)
Cite as: arXiv:physics/0509249 [physics.geo-ph]
  (or arXiv:physics/0509249v1 [physics.geo-ph] for this version)
  https://doi.org/10.48550/arXiv.physics/0509249
arXiv-issued DOI via DataCite

Submission history

From: Nicola Scafetta [view email]
[v1] Thu, 29 Sep 2005 16:01:06 UTC (129 KB)
[v2] Fri, 30 Sep 2005 00:19:30 UTC (129 KB)
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