Detrended fluctuation analysis of autoregressive processes
AbstractAutoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long-range correlations in non…
Numerical Modeling
Automatic algorithm for monotone trend removal
AbstractThe available numerical algorithms for trend removal require a direct subjective intervention in choosing critical parameters. In this paper an…
Is Bucharest Stock Exchange Influenced by the Five Traded Financial Investment Companies?
AbstractThe present paper will try to determine if Bucharest Stock Exchange activity is under the influence of the five traded…
Autoregressive modeling of the variability of an active galaxy
AbstractMany natural phenomena can be described by power-laws of the temporal or spatial correlations. The equivalent in frequency domain is…
Autoregressive modeling of biological phenomena
AbstractMany natural phenomena can be described by power-laws of temporal or spatial correlations. The equivalence in frequency domain is the…
Deterministic components in the light curve amplitude of Y Oph
AbstractAbout two decades after the discovery of the amplitude decline of the light curve of the classical Cepheid Y Oph,…
Biperiodic orbital period modulation of the W UMa binary system CK Bootis
AbstractA study of the orbital period variation of the W UMa system CK Bootis is made using an extended observational…
Detection of low level periodic signals through enhanced self-correlation method. The case of ER Vulpeculae
AbstractThe self-correlation (SC) method proposed three decades ago by Percy, Jakate and Matthews is a complementary time series analysis method…
Numerical modelling of the one-dimensional diffusion by random walkers
AbstractIn this paper we describe a numerical method of cellular automaton type to study the diffusion processes. The macroscopic diffusive…
Evaluation of overshooting errors in particle methods for diffusion by biased global random walk
AbstractThe adjustment of grid steps which guarantees that particles methods yield no numerical diffusion inevitably induces overshooting errors in the…