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On synchronization, persistence and seasonality in some spatially inhomogeneous models in epidemics and ecology

Ahmed, E.; Hegazi, A.S.; Elgazzar, A.S.; Yehia, H.M. - In: Physica A: Statistical Mechanics and its Applications 322 (2003) C, pp. 155-168

, synchronization and seasonality in the theoretical models. In this work, spatial heterogeneity is introduced via coupled map lattices … (CML) and partial differential equations. Stability and persistence of some realistic CML are discussed. Chaos control …, synchronization and persistence are studied for some CML. Some applications in population biology and ecology are given. A simple …

Persistent link: https://www.econbiz.de/10010590024

Modeling electricity loads in California: a continuous-time approach

Weron, R.; Kozłowska, B.; Nowicka-Zagrajek, J. - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 1, pp. 344-350

In this paper we address the issue of modeling electricity loads and prices with diffusion processes. More specifically, we study models which belong to the class of generalized Ornstein–Uhlenbeck processes. After comparing properties of simulated paths with those of deseasonalized data from...

Persistent link: https://www.econbiz.de/10011058131

Modeling electricity prices: jump diffusion and regime switching

Weron, R; Bierbrauer, M; Trück, S - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 1, pp. 39-48

In this paper we address the issue of modeling spot electricity prices. After summarizing the stylized facts about spot electricity prices, we review a number of models proposed in the literature. Afterwards we fit a jump diffusion and a regime switching model to spot prices from the Nordic...

Persistent link: https://www.econbiz.de/10011064346

Multifractal Hurst analysis of crude oil prices

Alvarez-Ramirez, Jose; Cisneros, Myriam; Ibarra-Valdez, … - In: Physica A: Statistical Mechanics and its Applications 313 (2002) 3, pp. 651-670

Daily records of international crude oil prices are studied using multifractal analysis methods. Rescaled range Hurst analysis provides evidence that the crude oil market is a persistent process with long-run memory effects. On the other hand, height–height correlation analysis reveals...

Persistent link: https://www.econbiz.de/10010874774

Statistical persistence of air pollutants (O3,SO2,NO2 and PM10) in Mexico City

Meraz, M.; Rodriguez, E.; Femat, R.; Echeverria, J.C.; … - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 202-217

The rescaled range (R/S) analysis was used for analyzing the statistical persistence of air pollutants in Mexico City …-range persistence is not a uniform property over a wide range of time scales, from days to months. In fact, although the air pollutant … weekly) cycles are reflected in the dependence of the persistence strength as quantified in terms of the Hurst exponent. It …

Persistent link: https://www.econbiz.de/10011209662

Constrained geometries in soap froth dynamics

Ruskin, H.J; Feng, Y - In: Physica A: Statistical Mechanics and its Applications 314 (2002) 1, pp. 362-369

geometry permits comparison with shell theory, as well as insight on dynamics of a virtual phase (as defined for persistence … than achieving the final stage of persistence. However, distinctive patterns of response can be identified for the …

Persistent link: https://www.econbiz.de/10010872610

The extinction and persistence of the stochastic SIS epidemic model with vaccination

Zhao, Yanan; Jiang, Daqing; O’Regan, Donal - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 20, pp. 4916-4927

conditions for extinction exponentially and persistence in the mean are established. The results are illustrated by computer …

Persistent link: https://www.econbiz.de/10010742334

Dynamics of a macroscopic model characterizing mutualism of search engines and web sites

Wang, Yuanshi; Wu, Hong - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 537-550

number of consumers of the search engines has little contribution to their persistence, which is in agreement with the … persistence of the search engines and deduce new strategies. We also give suggestions for the web sites to cooperate with the …

Persistent link: https://www.econbiz.de/10010588729

Structural changes and volatility transmission in crude oil markets

Kang, Sang Hoon; Cheong, Chongcheul; Yoon, Seong-Min - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4317-4324

that the degree of persistence of volatility can be reduced via the incorporation of these structural changes in the …

Persistent link: https://www.econbiz.de/10010588928

Memory-based persistence in a counting random walk process

Vallois, Pierre; Tapiero, Charles S. - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 1, pp. 303-317

This paper considers a memory-based persistent counting random walk, based on a Markov memory of the last event. This persistent model is a different than the Weiss persistent random walk model however, leading thereby to different results. We point out to some preliminary result, in particular,...

Persistent link: https://www.econbiz.de/10010589286