Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
978173 | Physica A: Statistical Mechanics and its Applications | 2011 | 11 Pages |
Abstract
⺠Short- and long-range analysis efficiency in predicting extreme events are compared. ⺠In linearly long-term correlated records, short-range analysis is always superior. ⺠In the presence of nonlinear memory, both approaches are of comparable efficiency. ⺠In the presence of intermediate additive white noise, long-range analysis is superior. ⺠Possible combinations of two methods do not lead to significant improvements.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Mikhail I. Bogachev, Armin Bunde,