A New Method to Determine the Periodicity of Time Series
Rescaled range (R/S) analysis has regained in popularity as a robust tool for the examination of long-term dependence. This paper modified the R/S method to determine the periodicity. We firstly apply the modified method to artificial time series for investigating the validity of the new method. Then the proposed technique is employed to research periodicity of the sunspot time series and the results indicate the robustness of the modified method.
periodicity time series rescaled range analysis
Zhimin Liu Hong Zhang Keqiang Dong
School of Science, Hebei University of Engineering, Handan 056038, P R of China 056038, P R of China
国际会议
2010 International Conference on Advanced Mechanical Engineering(2010年先进机械工程国际学术会议 AME 2010)
洛阳
英文
535-538
2010-09-04（万方平台首次上网日期，不代表论文的发表时间）