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Estimation of the Hurst Exponent for the Daily Sunspot Number
https://doi.org/10.34360/00007647
https://doi.org/10.34360/000076472adeb2b3-6bd4-4aac-b048-56119c69e31a
名前 / ファイル | ライセンス | アクション |
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3093_0024_05.pdf (1.3 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2017-05-18 | |||||
タイトル | ||||||
タイトル | Estimation of the Hurst Exponent for the Daily Sunspot Number | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | the daily sunspot number, Hurst exponent, R/S statistics, autocovariance function | |||||
資源タイプ | ||||||
資源タイプ | departmental bulletin paper | |||||
ID登録 | ||||||
ID登録 | 10.34360/00007647 | |||||
ID登録タイプ | JaLC | |||||
作成者 |
Tanaka, Minoru
× Tanaka, Minoru |
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内容記述 | ||||||
内容記述 | This paper deals with the estimation of the Hurst exponent of the International relative sunspot number data. We focus on three data sets of the yearly, monthly and daily sunspot numbers, and individually we consider the estimation of the Hurst exponent of them by use of three methods, (1) Variance plot; (2) Rescaled range method (R/S); and (3) Partial sum of the absolute auto-covariances. We compare these results. | |||||
公開者 | ||||||
出版者 | The Institute of Information Science Senshu University | |||||
ISSN | ||||||
収録物識別子 | 1349-1938 | |||||
書誌情報 |
en : Information Science and Applied Mathematics 巻 24, p. 1-20, 発行日 2016 |
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出版タイプ | ||||||
出版タイプ | NA |