Paper Title:
A New Method to Determine the Periodicity of Time Series
  Abstract

Rescaled range (R/S) analysis has regained in popularity as a robust tool for the examination of long-term dependence. This paper modified the R/S method to determine the periodicity. We firstly apply the modified method to artificial time series for investigating the validity of the new method. Then the proposed technique is employed to research periodicity of the sunspot time series and the results indicate the robustness of the modified method.

  Info
Periodical
Edited by
Zhenyu Du and Bin Liu
Pages
535-538
DOI
10.4028/www.scientific.net/AMM.26-28.535
Citation
Z. M. Liu, H. Zhang, K. Q. Dong, "A New Method to Determine the Periodicity of Time Series", Applied Mechanics and Materials, Vols. 26-28, pp. 535-538, 2010
Online since
June 2010
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Price
$32.00
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