Research Article
From solar flare time series to fractional dynamics
@INPROCEEDINGS{10.4108/icst.valuetools.2008.49, author={Krzysztof Burnecki and Aleksander Weron and Joseph Klafter and Marcin Magdziarz }, title={From solar flare time series to fractional dynamics}, proceedings={3rd International ICST Conference on Performance Evaluation Methodologies and Tools}, publisher={ICST}, proceedings_a={VALUETOOLS}, year={2010}, month={5}, keywords={}, doi={10.4108/icst.valuetools.2008.49} }
- Krzysztof Burnecki
Aleksander Weron
Joseph Klafter
Marcin Magdziarz
Year: 2010
From solar flare time series to fractional dynamics
VALUETOOLS
ICST
DOI: 10.4108/icst.valuetools.2008.49
Abstract
We demonstrate that continuous-time FARIMA processes with alpha-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 alpha-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.
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