Statistical theory of self-similar time series
Electronic Archive of Sumy State University
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Statistical theory of self-similar time series
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| Creator |
Olemskoi, A.I.
Kokhan, S.V. |
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| Description |
Within Tsallis statistics, a picture is elaborated to treat self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are introduced and tested. Predictability conditions of time series analysis are discussed on the basis of Van der Waals model. Maximal magnitude for time interval and minimal resolution scale of the value under consideration are found and analyzed in details. Time series statistics is shown to be governed by effective temperature being exponential measure of the fractal dimensionality of a phase space related to the time series.
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| Publisher |
Видавництво СумДУ
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| Date |
2010-12-23T12:21:15Z
2010-12-23T12:21:15Z 2004 |
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| Type |
Article
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| Identifier |
Olemskoi, A.I. Statistical theory of self-similar time series [Текст] / A.I. Olemskoi, S.V. Kokhan // Вісник Сумського державного університету. Серія Фізика, математика, механіка. - 2004. - №10(69). - С. 142-153.
http://essuir.sumdu.edu.ua/handle/123456789/1379 |
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| Language |
en
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