کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
979445 1480190 2008 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
From solar flare time series to fractional dynamics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
From solar flare time series to fractional dynamics
چکیده انگلیسی

We demonstrate that continuous-time FARIMA processes with αα-stable noise provide a new stochastic tool for studying the solar flare phenomenon in the framework of fractional Langevin equation. Simple computer tests to check the origins of αα-stability and self-similarity are implemented for empirical time series describing the energy of solar flares. Based on observed physical time series we solve the challenging problem of how to detect long-range dependence from real data and how to model it via fractional dynamics (Langevin or Fokker–Planck). We employ here codifference as a proper measure for long-range dependence. It is applicable to empirical data from the distribution lacking the second moment.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 387, Issues 5–6, 15 February 2008, Pages 1077–1087
نویسندگان
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