A New Method to Determine the Periodicity of Time Series

Abstract

Rescaled range (R/S) analysis has regained in popularity as a robust tool for the examination of long-term dependence. This paper modified the R/S method to determine the periodicity. We firstly apply the modified method to artificial time series for investigating the validity of the new method. Then the proposed technique is employed to research periodicity of the sunspot time series and the results indicate the robustness of the modified method.