Statistical theory of self-similar time series as a nonextensive thermodynamic system

A. I. Olemskoi

Published 2001-05-10Version 1

Within Tsallis' nonextensive statistics, a model is elaborated to address self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are introduced and tested. Stability conditions of time series analysis are discussed in details on the basis of Van der Waals model.