Name
Ratushnaya Elena Anatolievna
Scholastic degree
•
Academic rank
—
Honorary rank
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Organization, job position
Branch of Rostov State Economic University
Web site url
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Articles count: 1
The increase in volume of processed data and the rapid
development of environmental monitoring, modeling,
forecasting, analysis, visualization, prediction in
modern conditions is connected with the consistent
increase in their level of formalization. The bases for
all this are requirements of significantly changed
stochastics natural and economic processes. A new
method of nonlinear dynamics, namely the method of
sequential R/S-analysis is proposed. In the article, the
authors paid attention to the method of fractal analysis
of time series. The founder of fractal analysis is a
British hydrologist H.E Hurst. He showed that natural
phenomena such as river flows, rainfall, temperature,
solar activity is followed by «biased random walk»,
i.e. trend with noise. The noise level and trend
resistance are estimated in change in the normalized
amplitude levels of the time series for the expiration
time, or, in other words, how they entered a quantity
called the Hurst exponent exceeds the value of 0.5.
Rather essential information is a cyclical component to
forecast. Thus, there is a need for further study of
natural and economic processes based on the new
mathematical models. These methods bring to forecast
new useful methodological elements that are not in
continuous methodology, concepts such as «noise
color» persistence and anti-persistent series, Hurst,
«long-term memory», R/S-trajectory and the trajectory
of the Hurst exponent, etc.