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  • 标题:Statistical analysis of time series with scaling indices
  • 本地全文:下载
  • 作者:Harald Atmnaspacher ; Werner Ehm ; Herbert Scheingraber
  • 期刊名称:Discrete Dynamics in Nature and Society
  • 印刷版ISSN:1026-0226
  • 电子版ISSN:1607-887X
  • 出版年度:2000
  • 卷号:5
  • 期号:4
  • 页码:297-309
  • DOI:10.1155/S1026022600000595
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    Statistical techniques based on scaling indices are applied to detect and investigate patterns in empirically given time series. The key idea is to use the distribution of scaling indices obtained from a delay representation of the empirical time series to distinguish between random and non-random components. Statistical tests for this purpose are designed and applied to specific examples. It is shown that a selection of subseries by scaling indices can significantly enhance the signal-to-noise ratio as compared to that of the total time series.

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