Long-term trend in non-stationary time series with nonlinear analysis techniques

作者: Linhua Deng

DOI: 10.1109/CISP.2013.6745231

关键词:

摘要: Understanding, modeling, and forecasting the evolution of complex dynamic system is an important but hard task in many natural phenomena. In present paper, three advanced analysis approaches, including rescaled range analysis, empirical mode decomposition cross-recurrence plot, have been proposed to analyze long-term persistence secular trend nonlinear non-stationary time series. The case study uses chaotic time-series data solar-activity indicators interval from 1874 May 2013 March. results indicate that combination these techniques effective tool not only for capturing long-range processes, also determining a time-series.

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