☰ Category

Fractal and Diffusion Entropy Analysis of Time Series

 

Marketed By :  VDM Verlag Dr. Müller   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 

Check Your Delivery Options

 
Rs. 5,886

Availability: In stock

 
  • Product Description
 

Scale invariance has been found to empirically hold for a number of complex systems. The correct evaluation of the scaling exponents of a time series is fundamental to assess the real physical nature of a phenomenon. The traditional methods used to determine these scaling exponents are equivalent because they all rely on the numerical evaluation of the variance. However, two statistical classes of phenomena exist: fractal Brownian motions and Lévy flights and walks. In this book I present the theory and concepts of alternative fractal methods of time series analysis. I introduce a complementary method based on the Shannon entropy: the Diffusion Entropy Analysis (DEA). Using synthetic, solar, geophysical, sociological, physiological and biological data, I examine the properties of these methodologies and discuss the physical ambiguities of the variance-based methods. I argue that the variance-based algorithms should be used together with DEA to properly distinguish fractal Brownian motions from Lévy flight-walk classes of noises and complex processes. Computer C++ codes are provided for generating complex fractal noises and performing multiple fractal analyses of time series.

Product Specifications
SKU :COC42667
AuthorNicola Scafetta
LanguageEnglish
BindingPaperback
Number of Pages300
Publishing Year2010-05-03T00:00:00.000
ISBN978-3639257953
Edition1 st
Book TypePhysics
Country of ManufactureIndia
Product BrandVDM Verlag Dr. Müller
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-01-08 00:00:00
0 Review(s)