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Pisma v Zhurnal Tekhnicheskoi Fiziki, 2021 Volume 47, Issue 9, Pages 52–54 (Mi pjtf4806)

Fluctuation analysis of the dynamics of systems with time-varying characteristics

O. N. Pavlova, A. N. Pavlov

Saratov State University

Abstract: The fluctuation analysis method is modernized with allowance for the statistics of local standard deviations of the signal profile from the piecewise linear approximation of the trend. It is shown that the proposed approach allows one to reduce the method’s sensitivity to individual artifacts and to increase the stability of the algorithm for calculating the scaling exponent, which favors a wider use of modernized fluctuation analysis for solving problems of complex process diagnostics in the dynamics of systems with time-varying characteristics.

Keywords: fluctuation analysis, random process, nonstationarity, scaling exponent.

Received: 10.12.2020
Revised: 10.12.2020
Accepted: 17.02.2021

DOI: 10.21883/PJTF.2021.09.50910.18653


 English version:
Technical Physics Letters, 2021, 47:6, 463–465

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© Steklov Math. Inst. of RAS, 2024