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Application of p-adic analysis to time series
Linnaeus University, Faculty of Technology, Department of Mathematics.ORCID iD: 0000-0002-9857-0938
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2013 (English)In: Infinite Dimensional Analysis Quantum Probability and Related Topics, ISSN 0219-0257, Vol. 16, no 4, p. 1350030-Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2013. Vol. 16, no 4, p. 1350030-
Keywords [en]
Time series, p-adic Brownian motion, p-adic analysis
National Category
Mathematics
Research subject
Natural Science, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-32081DOI: 10.1142/S0219025713500306ISI: 000329308000004Scopus ID: 2-s2.0-84890418279OAI: oai:DiVA.org:lnu-32081DiVA, id: diva2:693897
Available from: 2014-02-05 Created: 2014-02-05 Last updated: 2017-12-06Bibliographically approved

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Khrennikov, Andrei

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