Discrete Dynamics in Nature and Society
Volume 5 (2001), Issue 4, Pages 297-309
doi:10.1155/S1026022600000595
Statistical analysis of time series with scaling indices
Harald Atmanspacher1
, Werner Ehm1
, Herbert Scheingraber3
and Gerda Wiedenmann3
1lnstitut für Grenzgebiete der Psychologie, Wilhelmstr. 3a, Freiburg D-79098, Germany
3Max-Planck-Institut für extraterrestrische Physik, Giessenbachstr., Garching D-85740, Germany
Abstract
Statistical techniques based on scaling indices are applied to detect and investigate patterns in empirically given time series. The key idea is to use the distribution of scaling indices obtained from a delay representation of the empirical time series to distinguish between random and non-random components. Statistical tests for this purpose are designed and applied to specific examples. It is shown that a selection of subseries by scaling indices can significantly enhance the signal-to-noise ratio as compared to that of the total time series.