Reference : Crossing of two mobile averages: A method for measuring the roughness exponent

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Physics
	To cite this reference:	http://hdl.handle.net/2268/17953

Title :	Crossing of two mobile averages: A method for measuring the roughness exponent
Language :	English
Author, co-author :	Vandewalle, Nicolas [Université de Liège - ULg > Département de physique > Physique statistique >]
	Ausloos, Marcel [Université de Liège - ULg > Département de physique > Physique statistique appliquée et des matériaux - S.U.P.R.A.S. >]
Publication date :	Nov-1998
Journal title :	Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
Publisher :	American Physical Society
Volume :	58
Issue/season :	5
Pages :	6832-6834 Part B
ISSN :	1063-651X
City :	College Park
Country :	MD
Abstract :	[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.
Target :	Researchers ; Professionals ; Students
Permalink :	http://hdl.handle.net/2268/17953

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