Conditional independence graphs are proposed for describing the dependence structure of multivariate nonlinear time series, which extend the graphical modeling approach based on partial correlation. The vertexes represent the components of a multivariate time series and edges denote direct...

The continuum percolation system is developed to model a random stock price process in this work. Recent empirical research has demonstrated various statistical features of stock price changes, the financial model aiming at understanding price fluctuations needs to define a mechanism for the...

By using the linear approximation method, the laser intensity power spectrum and signal-to-noise ratio (SNR) are calculated for a gain-noise model of a single-mode laser driven by colored cross-correlated pump noise and quantum noise, each of which is colored. We found that stochastic...

We develop a financial market model using an Ising spin system on a Sierpinski carpet lattice that breaks the equal status of each spin. To study the fluctuation behavior of the financial model, we present numerical research based on Monte Carlo simulation in conjunction with the statistical...

The numerical characterization of DNA sequences provides a quantitative analysis of data on DNA sequences. In this paper, we construct a 12-component vector based on the information theory to characterize DNA sequences. A potential application of the introduced vector to discriminating protein...

Electronic Cardiogram (ECG) data taken from healthy adult subjects are found to characterize multifractality. In order to quantitatively analyze multifractal spectrum, the area of the spectrum is computed. We have a comparison between the spectrum of the young subjects and that of the old ones....

In this paper, a new viewpoint is proposed: the synchronous 12-lead ECG multifractal singularity spectrum distribution is modulated by the heart disease information. There is a well-regulated multifractal singularity spectrum distribution among different leads. We consider that the mean value of...

An improved approximate entropy (ApEn) algorithm based on wave mode is proposed by analyzing and modifying ApEn, so that the irregular analysis can be applied to analyze the short-term series, which contain a great deal of detailed information and fluctuate slowly but in a wide range, such as...

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with a space- and time-dependent diffusion coefficient subject to absorbing boundaries and the initial condition. We obtain explicit analytical...

Life is one of the most complex nonlinear systems and heart is the core of this lifecycle system. Electrocardiogram (ECG) signals taken from healthy adult subjects have been found to characterize multifractality. In this paper, multiscale analysis method was introduced to find the most effective...