Category

share

Multi-fractal Stochastic Modeling of the Auroral Electrojet Index

Multi-fractal Stochastic Modeling of the Auroral Electrojet Index

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 
₹ 3,651

Availability: Out of stock

 

Delivery :

5% Cashback on all Orders paid using MobiKwik Wallet T&C

Free Krispy Kreme Voucher on all Orders paid using UltraCash Wallet T&C
Product Out of Stock Subscription

(Notify me when this product is back in stock)

  • Product Description
 

In this thesis we have analyzed the Auroral Electrojet (AE) Index over the years 2000 to 2005, a time series consisting of over 3 000 000 data points. This data is described as a multi- fractal stochastic process. We first introduce a class of random multiplicative measures, which provide the multi-fractality in the stochastic processes. We also review the theory of fractal dimensions and scaling functions, before introducing the Multifractal Model of Asset Returns (MMAR), [15]. The scaling properties of various versions of the MMAR model are compared with the scaling function of the AE Index, and through this we describe the multi-fractal properties of the AE Index. Additionally, we have studied probability density functions (pdf) at different time scales, and used this to compare the stochastic models with the AE data. Finally we have tested our diagnostic tools on simulated multi-fractal models. These experiments show that the methods are capable of detecting multi-fractality.

Product Specifications
SKU :COC93784
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-08-14
0 Review(s)