Hurst exponent estimation, verification, portability and parallelization

Авторлар

  • A.S. Kussainov National Nanolaboratory of Open Type, Al-Farabi KazNU, Almaty, Kazakhstan
  • S.G. Kussainov K.I. Satpaev Kazakh National Technical University, Kazakhstan, Almaty
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Кілттік сөздер:

Hurst exponent, rescaled range, parallel computing, time series, message passing interface,neutron monitor

Аннотация

We present multiple software programs for the Hurst exponent calculations for a sample time series collected by a neutron monitor detectors array. The first application is carried out by the finite differences approach, using a spreadsheet-type application for a single one hour long data series; the second is a complete, one and a half week long, mathematical and graphical analysis of six acquisition channels in Matlab; the third and the fourth are the data file parser and analyzer in C/C++ compiler on Windows platform, and its modified Linux version for simultaneous, parallel computing  on a virtual cluster of three machines. All applications produce the same results proving the codes’ validity and portability across the operational systems and software packages.

Библиографиялық сілтемелер

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Жүктелулер

Как цитировать

Kussainov, A., & Kussainov, S. (2015). Hurst exponent estimation, verification, portability and parallelization. ҚазНУ Хабаршысы. Физика сериясы, 52(1), 98–103. вилучено із https://bph.kaznu.kz/index.php/zhuzhu/article/view/965

Шығарылым

Бөлім

Нелинейная физика. Радиофизика