Crossing of two mobile averages: A method for measuring the roughness exponent

被引：138

作者：

Vandewalle, N ^{[1
]}

Ausloos, M ^{[1
]}

机构：

[1] Univ Liege, Inst Phys B5, SUPRAS, B-4000 Liege, Belgium

来源：

PHYSICAL REVIEW E | 1998年 / 58卷 / 05期

关键词：

D O I：

10.1103/PhysRevE.58.6832

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of long-range power-law correlations in the signal. The method is compared to the detrended fluctuation analysis. We rake advantage of our findings in order to propose a practically powerful and accurate technique for determining H and apply it right away to cases with persistent or antipersistent correlations. [S1063-651X(98)10411-7].

引用

页码：6832 / 6834

页数：3

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