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arXiv · 1312.3878

Application of p-adic analysis to time series

A. Yu. Khrennikov·S. V. Kozyrev·K. Oleschko·A. G. Jaramillo·M. de Jesus Correa Lopez
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Abstract

Time series defined by a p-adic pseudo-differential equation is investigated using the expansion of the time series over p-adic wavelets. Quadratic correlation function is computed. This correlation function shows a degree--like behavior and is locally constant for some time periods. It is natural to apply this kind of models for the investigation of avalanche processes and punctuated equilibrium as well as fractal-like analysis of time series generated by measurement of pressure in oil wells.

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A. Yu. Khrennikov, S. V. Kozyrev, K. Oleschko, A. G. Jaramillo, M. de Jesus Correa Lopez. 2013-12-13. Application of p-adic analysis to time series. https://doi.org/10.1142/s0219025713500306

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