%0 Journal Article
%T Long-range correlation and group-occurrence of return intervals of extreme events<br>极端事件再现时间长程相关性与群发性研究
%A Wang Qi-Guang
%A Hou Wei
%A Zheng Zhi-Hai
%A Feng Ai-Xia
%A Deng Bei-Sheng
%A <br>王启光
%A 侯威
%A 郑志海
%A 冯爱霞
%A 邓北胜
%J 物理学报
%D 2010
%I 
%X This paper studies the long range correlation of the return intervals of extreme events using the method of percent threshold. In view of return intervals of the extreme events, the long range-correlations of return intervals are studied by simulated time series when the extreme events happened. It is found that the constructed extreme event time series also have the characteristics of long-range correlation if the original time series have one. Meanwhile, the scaling exponents of the two time series are very close, it is very different from the return intervals of stochastic series. The probability density function of time series with long-range correlation has significant difference from the stochastic time series. It was found that there is a group-occurrence phenomenon in the return time series with long-range correlation, so a so-called group occurrence index is defined and computed, the stability of the index is also studied. The results show that the reason of the group occurrence of extreme events series is attributed to the long-range correlation of time series.
%K return interval
%K long-range correlation
%K group-occurrence
%K extreme events<br>再现时间
%K 长程相关性
%K 群发性
%K 极端事件
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=47EA7CFDDEBB28E0&jid=29DF2CB55EF687E7EFA80DFD4B978260&aid=5EBEA9B7AC80C212B5E56471EEE50C6A&yid=140ECF96957D60B2&vid=6AC2A205FBB0EF23&iid=F3090AE9B60B7ED1&sid=545DB25A7FFB7896&eid=472A77189255C55C&journal_id=1000-3290&journal_name=物理学报&referenced_num=0&reference_num=28