Title of article
Estimating 1/fα scaling exponents from short time-series
Author/Authors
Miramontes، نويسنده , , Octavio and Rohani، نويسنده , , Pejman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
8
From page
147
To page
154
Abstract
In recent years, there has been a concerted effort to develop methods for estimating the scaling exponents of time-series data, thus permitting a characterisation of their underlying dynamical behaviour. This task becomes rather inaccurate with data of limited length (less than 100 points), as is the case in many real studies where observation time is constrained. In this paper, we explore a novel method for accurately calculating the scaling exponents of short-term data, using what we term the multiple segmenting method (MSM). This approach relies on maximising the available information within a time-series by generating pseudo-replicates. We believe this method is potentially useful, especially when applied to biological data.
Keywords
1/f , Coloured noise , Noise parameter estimation , Noise , time-series
Journal title
Physica D Nonlinear Phenomena
Serial Year
2002
Journal title
Physica D Nonlinear Phenomena
Record number
1724683
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