Browsing by Subject "rescaled range analysis"

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Analiza wykładnika Hursta dla sejsmiczności naturalnej i sejsmiczności spowodowanej pracami górniczymi
(Data obrony: 2010-09-23) Mikołajczak, Mateusz
Wydział Geologii, Geofizyki i Ochrony Środowiska
Earthquakes caused by human activity (induced seismicity), along with the ones caused by tectonic forces inside the crust of the Earth(natural seismicity), are very complex geophysical phenomenon. These effects, named as seismic process are being described with different parameterization methods. All of these parameterizations can be treated as stochastic process (time series). Such approach gives an opportunity to examine these effects with mathematical system. The important thing in these kind of investigations is to determine, whether there is a relation between parameter’s value describing an earthquake and the same parameter’s values describing the previous earthquakes. One of the carriers of such information is long memory of stochastic process. To identify this, the rescaled range analysis is being used (R/S analysis). As a result of this analysis the Hurst exponent is calculated, which may be treated as statistical tool used for classification of time series, not necessarily having normal (Gaussian) distribution. Using the Hurst exponent, time series are divided into random series and nonrandom series (where there is some sort of relationship between the series elements).