中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 紫金山天文台
  3. 中国科学院紫金山天文台
  4. 暗物质和空间天文实验室
ERROR ASSESSMENT IN MODELING WITH FRACTAL BROWNIAN MOTIONS

文献类型：期刊论文

作者Qiao, Bingqiang; Liu, Siming
刊名FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY
出版日期2013-09-01
卷号21期号:3-4
关键词Fractal Brownian Motion Error Assessment Hurst Exponent Standard Deviation Time Series
英文摘要To model a given time series F(t) with fractal Brownian motions (fBms), it is necessary to have appropriate error assessment for related quantities. Usually the fractal dimension D is derived from the Hurst exponent H via the relation D = 2-H, and the Hurst exponent can be evaluated by analyzing the dependence of the rescaled range on the time span tau. For fBms, the error of the rescaled range not only depends on data sampling but also varies with H due to the presence of long term memory. This error for a given time series then can not be assessed without knowing the fractal dimension. We carry out extensive numerical simulations to explore the error of rescaled range of fBms and find that for 0 < H < 0.5, vertical bar F(t + tau) - F(t)vertical bar can be treated as independent for time spans without overlap; for 0.5 < H < 1, the long term memory makes vertical bar F(t + tau) - F(t)vertical bar correlated and an approximate method is given to evaluate the error of . The error and fractal dimension can then be determined self-consistently in the modeling of a time series with fBms.
WOS标题词Science & Technology ; Physical Sciences
类目[WOS]Mathematics, Interdisciplinary Applications ; Multidisciplinary Sciences
研究领域[WOS]Mathematics ; Science & Technology - Other Topics
收录类别SCI
语种英语
WOS记录号WOS:000329403700004
源URL[http://libir.pmo.ac.cn/handle/332002/15512]  
专题紫金山天文台_暗物质和空间天文实验室
作者单位Chinese Acad Sci, Key Lab Dark Matter & Space Astron, Purple Mt Observ, Nanjing 210008, Jiangsu, Peoples R China
推荐引用方式
GB/T 7714		 Qiao, Bingqiang,Liu, Siming. ERROR ASSESSMENT IN MODELING WITH FRACTAL BROWNIAN MOTIONS[J]. FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY,2013,21(3-4).
APA Qiao, Bingqiang,&Liu, Siming.(2013).ERROR ASSESSMENT IN MODELING WITH FRACTAL BROWNIAN MOTIONS.FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY,21(3-4).
MLA Qiao, Bingqiang,et al."ERROR ASSESSMENT IN MODELING WITH FRACTAL BROWNIAN MOTIONS".FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY 21.3-4(2013).

入库方式： OAI收割

来源：紫金山天文台

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。