Multiscaling comparative analysis of time series and geophysical phenomena

Nicola Scafetta; Bruce J. West

doi:10.1002/cplx.20076

journal article Mar 01, 2005

Multiscaling comparative analysis of time series and geophysical phenomena

Nicola Scafetta

Bruce J. West

Complexity Vol. 10 No. 4 pp. 51-56 · Wiley

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Abstract

AbstractDifferent methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation of the variance of a diffusion process whose step increments are generated by the data. An alternative method focuses on the direct evaluation of the scaling coefficient of the Shannon entropy of the same diffusion distribution. The combined use of these methods can efficiently distinguish between fractal Gaussian and Lévy‐walk time series and help to discern between alternative underling complex dynamics. © 2005 Wiley Periodicals, Inc. Complexity 10: 51–56, 2005

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Details

Published: Mar 01, 2005
Vol/Issue: 10(4)
Pages: 51-56
License: View

Authors

Cite This Article

Nicola Scafetta, Bruce J. West (2005). Multiscaling comparative analysis of time series and geophysical phenomena. Complexity, 10(4), 51-56. https://doi.org/10.1002/cplx.20076

Multiscaling comparative analysis of time series and geophysical phenomena

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