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