Reference : Crossing of two mobile averages: A method for measuring the roughness exponent
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Physics
http://hdl.handle.net/2268/17953
Crossing of two mobile averages: A method for measuring the roughness exponent
English
Vandewalle, Nicolas mailto [Université de Liège - ULg > Département de physique > Physique statistique >]
Ausloos, Marcel mailto [Université de Liège - ULg > Département de physique > Physique statistique appliquée et des matériaux - S.U.P.R.A.S. >]
Nov-1998
Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
American Physical Society
58
5
6832-6834 Part B
Yes (verified by ORBi)
1063-651X
College Park
MD
[en] Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of long-range power-law correlations in the signal. The method is compared to the detrended fluctuation analysis. We rake advantage of our findings in order to propose a practically powerful and accurate technique for determining H and apply it right away to cases with persistent or antipersistent correlations.
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/17953

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