کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1893521 1044092 2009 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Using the R/S method to determine the periodicity of time series
موضوعات مرتبط
مهندسی و علوم پایه فیزیک و نجوم فیزیک آماری و غیرخطی
پیش نمایش صفحه اول مقاله
Using the R/S method to determine the periodicity of time series
چکیده انگلیسی

R/S method is widely used to estimate long-range dependence of a time series, but few papers do research on how to use the R/S   method to determine the periodicity. In this paper, the log(h)-log((R/S)h)log(h)-log((R/S)h) figures and the log(h)-Vhlog(h)-Vh figures are further studied by lots of numeral simulations, which shows that the two figures of a periodic time series both have obviously similar structures. Based on these structures, a new method, similar figure method (SFM), is established to estimate whether a time series has periodicity and determine the length of the periodicity. SFM is tested with a disturbed nonlinear time series, an actual monthly runoff series and a random series. The results show that SFM is effective. This method is an extension to the R/S analysis.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Chaos, Solitons & Fractals - Volume 39, Issue 2, 30 January 2009, Pages 731–745
نویسندگان
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