Author:
Deng Bei-Sheng ,He Wen-Ping ,Cheng Hai-Ying ,Wu Qiong ,Zhang Wen ,
Abstract
A new method is proposed in this paper—moving cut data-rescaled range analysis (MC-R/S). Tests on the correlated time series suggest that the MC-R/S can accurately detect the time-instants of abrupt change, and the MC-R/S results almost do not depend on the length of subseries and are less affected by noises. So, MC-R/S is suitable to detecting an abrupt dynamic change in those time series exhibiting correlations, and can very well make up the deficiency of moving detrended fluctuation analysis (MDFA).
Publisher
Acta Physica Sinica, Chinese Physical Society and Institute of Physics, Chinese Academy of Sciences
Subject
General Physics and Astronomy
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