Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A method for extracting the scaling exponents of a self-affine,
  non-Gaussian process from a finite length timeseries   We address the generic problem of extracting the scaling exponents of a
stationary, self-affine process realised by a timeseries of finite length,
where information about the process is not known a priori. Estimating the
scaling exponents relies upon estimating the moments, or more typically
structure functions, of the probability density of the differenced timeseries.
If the probability density is heavy tailed, outliers strongly influence the
scaling behaviour of the moments. From an operational point of view, we wish to
recover the scaling exponents of the underlying process by excluding a minimal
population of these outliers. We test these ideas on a synthetically generated
symmetric alpha-stable Levy process and show that the Levy exponent is
recovered in up to the 6th order moment after only ~0.1-0.5% of the data are
excluded. The scaling properties of the excluded outliers can then be tested to
provide additional information about the system.

5
The categories of this paper are: gr-qc
21
The categories of this paper are: adap-org
19
The categories of this paper are: eess
16
The categories of this paper are: stat
18
The categories of this paper are: econ
9
The categories of this paper are: nlin
10
The categories of this paper are: q-bio
28
The categories of this paper are: alg-geom
20
The categories of this paper are: acc-phys
2
The categories of this paper are: math
31
The categories of this paper are: ao-sci
8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an
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The categories of this paper are: nucl-ex
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The categories of this paper are: chem-ph
11
The categories of this paper are: hep-lat