Return Intervals Analysis of the Sunspot Time Series


Article Preview

Rescaled range analysis (R/S) method is a scaling method commonly used for detecting the long-range correlations in many time series. The aim of this paper is to show that, using the rescaled range analysis on sunspot time series, how the threshold values q affects the correlations of the return intervals for events above a certain threshold q. We find that both the original records and the return intervals are long-range correlated.



Edited by:

Honghua Tan




J. Fan et al., "Return Intervals Analysis of the Sunspot Time Series", Applied Mechanics and Materials, Vols. 29-32, pp. 1144-1149, 2010

Online since:

August 2010




[1] E.M. Dewan, R. Shapiro: Journal of Atmospheric and Terrestrial Physics, Vol. 53 (1991), p.171.

[2] T. W. Cole.: Solar physics, Vol. 30 (1973), p.103.

[3] Hanslmeier, A., K. Denkmayr, and P. Weiss.: Solar Phys. Vol. 184 (1999), p.213.

[4] A. Bunde, J. F. Eichner, J. W. Kantelhardt, and S. Havlin: Physica A. Vol. 330 (2003), p.1.

[5] E. G. Altmann and H. Kantz: Phys. Rev. E 71(2005), 056106.

[6] F. Wang, P. Weber, K. Yamasaki, S. Havlin, and H.E. Stanley: The European physical Journal B, Vol. 55(2007) p.123.

[7] Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin, and H. Eugene Stanley: Physical Review E Vol73(2006), 026117.

[8] H.E. Hurst: Transactions of the American Society of Civil Engineers. Vol. 116(1951) p.770.

[9] Demetris Koutsoyiannis: Journal of Hydrology. Vol. 324(2006). P. 239.

[10] Chien-chih Chen, Ya-Ting Lee, and Young-Fo Chang: Physica A. Vol. 387 (2008) p.4643.

[11] Hong Z, Keqiang D: Journal of Hebei University of Engineering. Vol. 26(2009) p.109.

[12] E.E. Peters, Fractal Market Analysis-Applying Chaos Theory to Investment and Economics, Economic Science Press, (2002).

[13] J.A. Skjeltorp: Physica A Vol. 283 (2000). P. 486.

Fetching data from Crossref.
This may take some time to load.