Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change<xref ref-type="fn" rid="cpb142211fn1">*</xref>

Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change*

He Wen-Ping^a)†, Liu Qun-Qun^b), Jiang Yun-Di^a), Lu Ying^c)

Artificial time series with an abrupt dynamic change from n = 301 to n = 330. (a) A time series with length of 1000 generated by logistic map; (b) Gauss white noises with a length of 30; (c) the artificial time series with two abrupt dynamic changes, which can be obtained by replacing the data from n = 301 to n = 330 in the time series shown in Fig. 1(a) with the data shown in Fig. 1(b) .^{[ 18 ]}