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- W2040781770 abstract "We propose an approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval plays the role of time variable, whereas the physical time is treated as the analog of spatial variable. In this way we found that the fluctuations of many real-world time series satisfy the analog of the Family-Viscek dynamic scaling ansatz. This finding permits us to use the powerful tools of kinetic roughening theory to classify, model, and forecast the fluctuations of real-world time series." @default.
- W2040781770 created "2016-06-24" @default.
- W2040781770 creator A5054891707 @default.
- W2040781770 date "2007-11-30" @default.
- W2040781770 modified "2023-09-27" @default.
- W2040781770 title "Dynamic scaling approach to study time series fluctuations" @default.
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- W2040781770 doi "https://doi.org/10.1103/physreve.76.056120" @default.
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