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Coalmine gas explosion is unique to the extremely serious type of disaster. The root cause of gas explosion accident is the Overrun of the gas concentration. Gas concentration is forecast to achieve effective prevention of gas explosion accidents. According to the non-linear of gas concentration and the predictability of the chaotic time series, gas concentration phase space was reconstructed by the...
This paper investigate the mutlifractal properties of the sunspot time series. The results obtained by us provide positive evidence regarding the existence of mutlifractality in the sunspot time series. In detail, we find the partition function is convex up, which indicate the time series is mutlifractal. And then, we calculate the width, maximum of the singular spectrum and the results are also show...
This paper employ the detrended fluctuation analysis method to investigate the properties of the sunspot time series. The data is downloaded from SIDC's website observed from January, 1749 to March, 2009 through about 260 years. The different scaling exponents estimated by R/S method and DFA method indicate the different correlation in the sunspot data. The appearance of crossovers show the periodic...
This paper investigates the Hang Seng Index data collected in the Hongkong stock market over a period of 5315 trading days, from December 31, 1986, to June 6, 2008. With the aid of the multifractal detrended fluctuation analysis (MF-DFA) method, the multifractality of the Hang Seng Index series is shown in this paper. Furthermore, we apply the multifractal spectrum to study the time series, and the...
In this paper, we investigates the traffic flow time series observed on the Beijing second ring road over a period of about 27 days, from 0:00 a.m. on 12/6/2006 to 16:00 p.m. on 1/1/2007. Using rescaled range method, the long-range dependence of traffic time series and their conditional time series are estimated. For getting more information of the conditional series, this paper studies how the threshold...
In this paper, the Hang Seng Index data for the 22-year period, from December 31, 1986, to June 6, 2008 in the Hongkong stock market, are analyzed. Using rescaled range method, the Hurst exponent is estimated for financial time series and empirical evidence suggests that such market possess strong long-range dependence for both conditional time series and volatility. In order to get more information...
In this paper, we analyze the Hang Seng Index data for the 22-year period, from December 31, 1986, to June 6,2008 in the Hongkong stock market, a total of 5315 trading days. Using rescaled range method, we study how the threshold value q affects the correlations of the return intervals s r(tau ) between events above a certain threshold q. We find that: i) both return intervals obtained by different...
Many natural records exhibit multifractality characterized by the width and maximum of the singular spectrum. This paper study, how the return intervals of the Hang Seng Index affects the characteristic of the spectral function. We find that the multifractality of the financial time series is similar to the property of the return intervals obtained by small threshold q. Although the multifractality...
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