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Tempting long-memory-on the interpretation of DFA results
long-memory-on interpretation DFA results
2009/11/11
We study the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) and argue that power-law scaling of the fluctuation function and thus long-memory may not be assumed ...
Modeling long-memory processes by stochastic difference equations and superstatistical approach
1= f noise q-distributions Point processes Power-law distributions Nonlinear stochastic equations
2010/7/5
It is shown that the Poissonian-like process with slowly diffusing-like time-dependent average interevent time may be represented as the superstatistical one and exhibits 1= f noise. The distribution ...