IDEAS home Printed from https://ideas.repec.org/a/hin/jnddns/134230.html
   My bibliography  Save this article

Statistical analysis of time series with scaling indices

Author

Listed:
  • Harald Atmnaspacher
  • Werner Ehm
  • Herbert Scheingraber
  • Gerda Wiedenmann

Abstract

Statistical techniques based on scaling indices are applied to detect and investigate patterns in empirically given time series. The key idea is to use the distribution of scaling indices obtained from a delay representation of the empirical time series to distinguish between random and non-random components. Statistical tests for this purpose are designed and applied to specific examples. It is shown that a selection of subseries by scaling indices can significantly enhance the signal-to-noise ratio as compared to that of the total time series.

Suggested Citation

  • Harald Atmnaspacher & Werner Ehm & Herbert Scheingraber & Gerda Wiedenmann, 2000. "Statistical analysis of time series with scaling indices," Discrete Dynamics in Nature and Society, Hindawi, vol. 5, pages 1-13, January.
    • Handle: RePEc:hin:jnddns:134230
    DOI: 10.1155/S1026022600000595
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/DDNS/5/134230.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/DDNS/5/134230.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/S1026022600000595?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnddns:134230. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.