In:
Acta Physica Sinica, Acta Physica Sinica, Chinese Physical Society and Institute of Physics, Chinese Academy of Sciences, Vol. 59, No. 11 ( 2010), p. 8264-
Abstract:
A new method is proposed in this paper—moving cut data-rescaled range analysis (MC-R/S). Tests on the correlated time series suggest that the MC-R/S can accurately detect the time-instants of abrupt change, and the MC-R/S results almost do not depend on the length of subseries and are less affected by noises. So, MC-R/S is suitable to detecting an abrupt dynamic change in those time series exhibiting correlations, and can very well make up the deficiency of moving detrended fluctuation analysis (MDFA).
Type of Medium:
Online Resource
ISSN:
1000-3290
,
1000-3290
Language:
Unknown
Publisher:
Acta Physica Sinica, Chinese Physical Society and Institute of Physics, Chinese Academy of Sciences
Publication Date:
2010