We propose an efficient scheme for parametric fitting expressed in terms of the Legendre polynomials. For continuous systems, our scheme is exact and the derived explicit expression is very helpful for further analytical studies. For discrete systems, our scheme is almost as accurate as the method of singular value decomposition. Through a few numerical examples, we show that our algorithm costs much less CPU time and memory space than the method of singular value decomposition. Thus, our algorithm is very suitable for a large amount of data fitting. In addition, the proposed scheme can also be used to extract the global structure of fluctuating systems. We then derive the exact relation between the correlation function and the detrended variance function of fluctuating systems in arbitrary dimensions and give a general scaling analysis.
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| http://dx.doi.org/10.1103/PhysRevE.78.011112 | DOI Listing |
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