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Mathematical Appendix

41

Mathematical Appendix

Used for treatment of meteo-data

42

Logic scheme for L5 (part 1)

SS –

What is SS-

equation?

scenario?

 

 

Uncont. factors

Envlp( )- power-law

Fit. F-n S(z)

MC-

Programs

Algorithm?

Convention al Laws

H-analysis

Feder-Frctls

Fitting

Data function

Price of Au

Meteo data

Data, no more!

Complex

Systems

Rg( ) / Stdev( )

H

Eqn S(z),

MW-f-n C(t)

ECs method

Results and

Discussion

Some References

[1]B. Mandelbrot, Fractal Geometry of Nature, Freeman, San-Francisco, 1982.

[2]Fractals in Physics, Essays in honour of B. Mandelbrot, Editors: A. Aharony, J. Feder, North- Holland, Amsterdam, 1989.

[3]S. G. Samko, A.A. Kilbas and O. I. Marichev. Integrals and derivatives of the fractional order and their some applications. "Nauka and Tekhnika" Publishing House, 1987 P. 688. (in Russian).

[4]J.A.T. Machado, V. Kiryakova, F. Mainardi. Recent history of fractional calculus.

Communications in Nonlinear Science and Numerical Simulation. 16 (2011) pp.1140-1153.

[5]R.R. Nigmatullin, J.A.T. Machado, R. Menezes. Self-Similarity principle: the reduced description of randomness. Central European J. of Physics, (2013). (Accepted for publication).

[6]R. R. Nigmatullin. Journal of Applied Nonlinear Dynamics, 1, (2012) 207.

[7]J. Kwapien, S. Drozdz. Physics Reports, 515, (2012) 115.

[8]R. R. Nigmatullin. Physics of Wave Phenomena, 16, (2008) 119.

[9]Osborne M.R. and Smyth G.K. A modifiied Prony algorithm for fiitting functions defiined by difference equations, SIAM Journal of Scientifiic and Statistical Computing, 12, (1991) 362.

[10]Kahn M., Mackisack M.S., Osborne M.R. and Smyth G.K. On the consistency of Prony’s method and related algorithms, Journal of Computational and Graphical Statistics, 1, (1992) 329.

[11]Osborne M.R. and Smyth G.K. A modifiied Prony algorithm for fiitting sums of exponential functions, SIAM Journal of Scientifiic and Statistical Computing, 16, (1995) 119.

44

Some References

[12]R.R. Nigmatullin: The statistics of the fractional moments: Is there any chance to read “quantitatively” any randomness? J. Signal Process. 86, (2006) 2529–2547.

[13]R.R. Nigmatullin: Universal distribution function for the strongly-correlated flluctuations: general way for description of random sequences. Commun. Nonlinear Sci. Numer. Simul. 15, (2010) 637–647.

[14]R.R. Nigmatullin, C. Ionescu, D. Baleanu. NIMRAD: novel technique for respiratory data treatment. J. of Signal and Video Processing, (2013) DOI 10.1007/s11760-012-0386-1.

[15]Ciurea, M.L., Lozanu, S., Stavaracher, I., Lepadatu, A.-M., Iancu, V., Mitroi, M.R., Nigmatullin, R.R., Baleanu, C.M.: Stressed induced traps in multilayed structures. J. Appl. Phys. 109, (2011) 013717.

[16]S.M.Pershin, A.F.Bunkin, V.A. Lukyanchenko, R.R.Nigmatullin. "Detection of the OH band fine structure in a liquid water by means of new treatment procedure based on the statistics of the fractional moments." Lazer Phys.Lett. 4 (11) (2007) 809.

[17]S.M.Pershin, A.F.Bunkin, V.A. Lukyanchenko. Evolution of the spectral components of ice in the OH band of water at temperatures 13-99 C. Quantum Electronics 40(12) (2010) 1146.

[18]Raoul R. Nigmatullin, José Tenreiro Machado, Rui Menezes. Self-similarity principle: the reduced description of randomness. Central European Journal of Physics. 11(6) (2013) P 724- 739. (DOI: 10.2478/s11534-013-0181-9).

[19]R.R. Nigmatullin, A.A. Khamzin and J. T. Machado, Detection of quasi-periodic processes in complex systems: how do we quantitatively describe their properties?

Physica Scripta 89 (2014) 015201 (11pp).

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Thank you for your patience and attention !

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