Application of p-adic analysis to time series

Autor:	Khrennikov, A. Yu., Kozyrev, S. V., Oleschko, K., Jaramillo, A. G., Lopez, M. de Jesus Correa
Rok vydání:	2013
Předmět:	Mathematical Physics
Zdroj:	Infinite Dimensional Analysis, Quantum Probability and Related Topics, 16:4 (2013), 1350030, 15 pp
Druh dokumentu:	Working Paper
DOI:	10.1142/S0219025713500306
Popis:	Time series defined by a p-adic pseudo-differential equation is investigated using the expansion of the time series over p-adic wavelets. Quadratic correlation function is computed. This correlation function shows a degree--like behavior and is locally constant for some time periods. It is natural to apply this kind of models for the investigation of avalanche processes and punctuated equilibrium as well as fractal-like analysis of time series generated by measurement of pressure in oil wells. Comment: 18 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1312.3878 Zobrazit plný text záznamu View this record from Arxiv