Recently, the visibility graph (VG) algorithm was proposed for mapping a time series to a graph to study complexity and fractality of the time series through investigation of the complexity of its graph. The visibility graph algorithm converts a fractal time series to a scale-free graph. VG has...

The one-sided power spectrum of the fluctuation of Chebyshev's weighted prime counting function is numerically estimated based on samples of the fluctuating function of different sizes. The power spectrum is also estimated analytically for large frequency based on Riemann hypothesis and the...

Continuous time-series measurements of diel dissolved oxygen (DO) through online sensors are vital to better understanding and management of metabolism of lake ecosystems, but are prone to noise. Discrete wavelet transforms (DWT) with the orthogonal Symmlet and the semiorthogonal Chui–Wang...

The Bak–Sneppen model of co-evolution is used to derive synthetic time series with a priori specified fractal dimension (or Hurst exponent) through a mixing of processes in various lattice dimensions. Both theoretical and numerical analyses concern the avalanches at the critical threshold and...

The correlation of foreign exchange rates in currency markets is investigated based on the empirical data of DKK/USD, NOK/USD, CAD/USD, JPY/USD, KRW/USD, SGD/USD, THB/USD and TWD/USD for a period from 1995 to 2002. Cross-SampEn (cross-sample entropy) method is used to compare the returns of...

Among econophysics investigations, studies of religious groups have been of interest. On the one hand, the present paper concerns the Antoinist community financial reports–a community which appeared at the end of the 19-th century in Belgium. Several growth–decay regimes have been previously...

We present a new type of deterministic dynamical behaviour that is less predictable than white noise. We call it anti-deterministic (AD) because time series corresponding to the dynamics of such systems do not generate deterministic lines in recurrence plots for small thresholds. We show that...

Time series analysis used to investigate the stratospheric ozone formation and decomposition processes. Different time series methods are applied to detect the reason for extreme high ozone concentrations for each season. Data was convert into seasonal component and frequency domain, the latter...

An algorithm for calculating generalized fractal dimension of a time series using the general information function is presented. The algorithm is based on a strings sort technique and requires O(Nlog2N) computations. A rough estimate for the number of points needed for the fractal dimension...

We develop a framework especially suited to the autocorrelation properties observed in financial times series, by borrowing from the physical picture of turbulence. The success of our approach as applied to high frequency foreign exchange data is demonstrated by the overlap of the curves in a...