NDLI: A Method for Identification of Critical States of Open Stochastic Dynamical Systems Based on the Analysis of Acceleration

Content Provider	Springer Nature Link
Author	Filatov, Denis M.
Copyright Year	2016
Abstract	A new method of fractal analysis of nonstationary time series for recognition of critical (precatastrophic) and noncritical (quiet) modes of behaviour of open stochastic dynamical systems is developed. The method is a modification of the conventional detrended fluctuation analysis (DFA) technique. Unlike the classical DFA that originates in the R/S analysis and implies investigation of the time series by studying the properties of a mixture of velocities and accelerations, the new method focuses on the study of accelerations only. Because at the most basic level the equations of motion of stochastic dynamical systems are expressions for the acceleration, the suggested method results to be more suitable for recognition of critical and noncritical states. Using both model and real data, we demonstrate superiority of the newly developed method over the conventional DFA and provide a detailed discussion on the topic.
Starting Page	681
Ending Page	692
Page Count	12
File Format	PDF
ISSN	00224715
Journal	Journal of Statistical Physics
Volume Number	165
Issue Number	4
e-ISSN	15729613
Language	English
Publisher	Springer US
Publisher Date	2016-10-17
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Open stochastic dynamical systems Critical states Precursors of catastrophes Fractal analysis Measure of chaoticity Statistical Physics and Dynamical Systems Theoretical, Mathematical and Computational Physics Physical Chemistry Quantum Physics
Content Type	Text
Resource Type	Article
Subject	Statistical and Nonlinear Physics Mathematical Physics

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