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.
|Number of pages||11|
|Journal||Physica A: Statistical Mechanics and its Applications|
|State||Published - 15 Feb 2008|
- Fractional dynamics
- Long-range dependence
- Solar flares
- Stable noise