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Arxiv.org
by A. Aliakbari; P. Manshour; M. J. Salehi
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The records statistics in stationary and non-stationary fractal time series is studied extensively. By calculating various concepts in record dynamics, we find some interesting results. In stationary fractional Gaussian noises, we observe a universal behavior for the whole range of Hurst exponents. However, for non-stationary fractional Brownian motions the record dynamics is crucially dependent on the memory, which plays the role of a non-stationarity index, here. Indeed, the deviation from...
Topics: Physics, Data Analysis, Statistics and Probability, Chaotic Dynamics, Nonlinear Sciences
Source: http://arxiv.org/abs/1704.04377