Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1893521 | Chaos, Solitons & Fractals | 2009 | 15 Pages |
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.