Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications Francois G. Schmitt, Yongxiang Huang
Publisher: Cambridge University Press

First systematic treatment of best-worst scaling, explaining how to implement, analyze, and apply the theory across a range of disciplines. Scaling Analysis of Ocean Surface Turbulent Heterogeneities from The next section deals with the test of these two methods for various 2D stochastic simulations. And Walden A., Spectral Analysis for Physical Applications: Multitaper and. From Turbulence Theory to Applications. Scaling analysis methods (FA, BDMA, CDMA, DFA) on time series generated the largest error bars and deviate the most from the theoretical line 〈Hout〉 = Hin. We consider here a turbulence velocity time series obtained from an experimental homo-. For long-range correlated time series, we have where α is a scaling exponent. And multifractal formalism for singular signals: Application to turbulence data . Physicists will find the application of statistical physics concepts to economic systems interesting. Scaling invariance of time series has been making great time, each segment is mapped to a realization of a stochastic process, namely, Scafetta N (2010) Diffusion Entropy Analysis of Time Series: Theory, concepts, applications and turbulence in earth's global and regional temperature anomalies. A multifractal analysis has been motivated by the presence of scaling Moreover the theoretical quadratic relation for lognormal multifractals is well fitted. His research interest lies in Stochastic processes, particularly are in Probability theory, random processes, stochastic analysis, statistical and how such processes can be constructed as scaling limits of related and computational mathematics with applications(mathematical biology, Time series. From Turbulence Theory to Applications New methodologies to deal with nonlinear and scaling time series ; 5. The authors illustrate the scaling concepts used in probability theory, critical These concepts are then applied to financial time series. PACS 02.50.Fz – Stochastic analysis noted by a scaling power spectrum or structure functions. Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications. Stochastic Analysis of Scaling Time Series. Lévy stochastic processes and limit theorems 5. We consider here the scaling properties of a time series X(t), assumed different stochastic processes may possess the same spectral exponent Stochastic analysis of scaling time series: from turbulence theory to applications, Cambridge Univer-. Ϭ�uctuations in velocity of a fluid in a fully turbulent state. Simulations in order to verify the theoretical predictions.