Abstract
R/ S method is widely used to estimate long-range dependence of a time series, but few papers do research on how to use the R/ S method to determine the periodicity. In this paper, the log ( h ) - log ( ( R / S ) h ) figures and the log ( h ) - V h figures are further studied by lots of numeral simulations, which shows that the two figures of a periodic time series both have obviously similar structures. Based on these structures, a new method, similar figure method (SFM), is established to estimate whether a time series has periodicity and determine the length of the periodicity. SFM is tested with a disturbed nonlinear time series, an actual monthly runoff series and a random series. The results show that SFM is effective. This method is an extension to the R/ S analysis.
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