Title of article :
From solar flare time series to fractional dynamics
Author/Authors :
Krzysztof Burnecki، نويسنده , , Joseph Klafter، نويسنده , , Marcin Magdziarz، نويسنده , , Aleksander Weron، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
We demonstrate that continuous-time FARIMA processes with α-stable noise provide a new stochastic tool for studying the solar flare phenomenon in the framework of fractional Langevin equation. Simple computer tests to check the origins of α-stability and self-similarity are implemented for empirical time series describing the energy of solar flares. Based on observed physical time series we solve the challenging problem of how to detect long-range dependence from real data and how to model it via fractional dynamics (Langevin or Fokker–Planck). We employ here codifference as a proper measure for long-range dependence. It is applicable to empirical data from the distribution lacking the second moment.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications