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The stochastic discrete Langevin-type equation, which can describe p-order persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data.… Click to show full abstract
The stochastic discrete Langevin-type equation, which can describe p-order persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data. The approach was applied to hydrological data leading to the stochastic model of the phenomenon. The work is a substantial extension of our paper [Chaos 26, 053109 (2016)], in which the persistence of order 1 was taken into account.
Keywords:
order;
type equation;
langevin type;
discrete langevin;
equation;
order persistent
Journal Title: Chaos
Year Published: 2021
Link to full text (if available)
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Journal Title: Chaos
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!