A New Method to Determine the Periodicity of Time Series |
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| Journal | Applied Mechanics and Materials (Volumes 26 - 28) |
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| Volume | Advanced Mechanical Engineering |
| Edited by | Zhenyu Du and Bin Liu |
| Pages | 535-538 |
| DOI | 10.4028/www.scientific.net/AMM.26-28.535 |
| Citation | Zhi Min Liu et al., 2010, Applied Mechanics and Materials, 26-28, 535 |
| Online since | June, 2010 |
| Authors | Zhi Min Liu, Hong Zhang, Ke Qiang Dong |
| Keywords | Periodicity, Rescaled Range Analysis, 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. |
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