CROSSING OF 2 MOBILE AVERAGES - A METHOD FOR MEASURING THE ROUGHNESS EXPONENT

Authors
VANDEWALLE N AUSLOOS M
Citation
N. Vandewalle et M. Ausloos, CROSSING OF 2 MOBILE AVERAGES - A METHOD FOR MEASURING THE ROUGHNESS EXPONENT, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 58(5), 1998, pp. 6832-6834
Citations number
10
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
58
Issue
5
Year of publication
1998
Part
B
Pages
6832 - 6834
Database
ISI
SICI code
1063-651X(1998)58:5<6832:CO2MA->2.0.ZU;2-1
Abstract
Self-affine signals characterized by a defined Hurst (roughness) expon ent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of long-r ange power-law correlations in the signal. The method is compared to t he detrended fluctuation analysis. We rake advantage of our findings i n order to propose a practically powerful and accurate technique for d etermining H and apply it right away to cases with persistent or antip ersistent correlations. [S1063-651X(98)10411-7].