An Investigation of Stretched Exponential Function in Quantifying Long-Term Memory of Extreme Events Based on Artificial Data following Lévy Stable Distribution

المؤلفون المشاركون

Sun, HongGuang
Yuan, Lin
Zhang, Yong
Privitera, Nicholas

المصدر

Complexity

العدد

المجلد 2018، العدد 2018 (31 ديسمبر/كانون الأول 2018)، ص ص. 1-7، 7ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2018-07-03

دولة النشر

مصر

عدد الصفحات

7

التخصصات الرئيسية

الفلسفة

الملخص EN

Extreme events, which are usually characterized by generalized extreme value (GEV) models, can exhibit long-term memory, whose impact needs to be quantified.

It was known that extreme recurrence intervals can better characterize the significant influence of long-term memory than using the GEV model.

Our statistical analyses based on time series datasets following the Lévy stable distribution confirm that the stretched exponential distribution can describe a wide spectrum of memory behavior transition from exponentially distributed intervals (without memory) to power-law distributed ones (with strong memory or fractal scaling property), extending the previous evaluation of the stretched exponential function using Gaussian/exponential distributed random data.

Further deviation and discussion of a historical paradox (i.e., the residual waiting time tends to increase with an increasing elapsed time under long-term memory) are also provided, based on the theoretical analysis of the Bayesian law and the stretched exponential distribution.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Sun, HongGuang& Yuan, Lin& Zhang, Yong& Privitera, Nicholas. 2018. An Investigation of Stretched Exponential Function in Quantifying Long-Term Memory of Extreme Events Based on Artificial Data following Lévy Stable Distribution. Complexity،Vol. 2018, no. 2018, pp.1-7.
https://search.emarefa.net/detail/BIM-1134872

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Sun, HongGuang…[et al.]. An Investigation of Stretched Exponential Function in Quantifying Long-Term Memory of Extreme Events Based on Artificial Data following Lévy Stable Distribution. Complexity No. 2018 (2018), pp.1-7.
https://search.emarefa.net/detail/BIM-1134872

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Sun, HongGuang& Yuan, Lin& Zhang, Yong& Privitera, Nicholas. An Investigation of Stretched Exponential Function in Quantifying Long-Term Memory of Extreme Events Based on Artificial Data following Lévy Stable Distribution. Complexity. 2018. Vol. 2018, no. 2018, pp.1-7.
https://search.emarefa.net/detail/BIM-1134872

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-1134872