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3rd International ICST Conference on Performance Evaluation Methodologies and Tools

Research Article

From solar flare time series to fractional dynamics

Cite
BibTeX Plain Text
  • @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
Krzysztof Burnecki 1, Aleksander Weron1, Joseph Klafter, Marcin Magdziarz
  • 1: Wroklaw University of Technology, Poland

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.

Published
2010-05-16
Publisher
ICST
http://dx.doi.org/10.4108/icst.valuetools.2008.49
Copyright © 2008–2025 ICST
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