Reconstruction of the modified discrete Langevin equation from persistent time series
- Institute of Geophysics, Polish Academy of Sciences, Księcia Janusza 64, 01-452 Warsaw (Poland)
The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.
- OSTI ID:
- 22596690
- Journal Information:
- Chaos (Woodbury, N. Y.), Vol. 26, Issue 5; Other Information: (c) 2016 Author(s); Country of input: International Atomic Energy Agency (IAEA); ISSN 1054-1500
- Country of Publication:
- United States
- Language:
- English
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