Abstract
We demonstrate that continuous-time FARIMA processes with α-stable noise provide a new stochastic tool for studying the solar flare phenomenon in the framework of fractional Langevin equation. Simple computer tests to check the origins of α-stability and self-similarity are implemented for empirical time series describing the energy of solar flares. Based on observed physical time series we solve the challenging problem of how to detect long-range dependence from real data and how to model it via fractional dynamics (Langevin or Fokker-Planck). We employ here codifference as a proper measure for long-range dependence. It is applicable to empirical data from the distribution lacking the second moment.
Original language | English |
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Pages (from-to) | 1077-1087 |
Number of pages | 11 |
Journal | Physica A: Statistical Mechanics and its Applications |
Volume | 387 |
Issue number | 5-6 |
DOIs | |
State | Published - 15 Feb 2008 |
Keywords
- Fractional dynamics
- Long-range dependence
- Self-similarity
- Solar flares
- Stable noise