Arrays allow simultaneous measurements of the expression levels of thousands of mRNAs. By mining this data one can identify sets of genes with similar profiles. We show that information theoretic methods are capable of modeling and assessing dissimilarities between the dynamics underlying to the...

The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the...

We present the results of an experiment with light microscopy performed to capture the trajectories of live Nitzschia sp. diatoms. The time series corresponding to the motility of this kind of cells along ninety-five circular-like trajectories have been obtained and analyzed with the scaling...

Long birth time series for Romania are investigated from Benford’s law point of view, distinguishing between families with a religious (Orthodox and Non-Orthodox) affiliation. The data extend from Jan. 01, 1905 till Dec. 31, 2001, i.e. over 97 years or 35 429 days. The results point to a...

This study aims to enhance the understanding of logarithmic asset returns. In particular, more emphasis is given to the long memory property of financial returns, a well documented stylized fact. However, in the presence of structural breaks other studies suggest that statistical tools such as...

This study introduces an approach to study the multiscale transmission characteristics of the correlation modes between bivariate time series. The correlation between the bivariate time series fluctuates over time. The transmission among the correlation modes exhibits a multiscale phenomenon,...

The objective of this paper is to demonstrate the influence of the blue-chips companies in the stock market. In this, we apply the detrended cross-correlation coefficient ρDCCA at the São Paulo stock market (Ibovespa, Brazil). Initially we found that there is a positive cross-correlation...

A parameterization that is a modified version of a previous work is proposed for the returns and correlation matrix of financial time series and its properties are studied. This parameterization allows easy introduction of non-stationarity and it shows several of the characteristics of the true,...

Many natural time series exhibit long range temporal correlations that may be characterized by power-law scaling exponents. However, in many cases, the time series have uneven time intervals due to, for example, missing data points, noisy data, and outliers. Here we study the effect of randomly...

The local properties of the time series of the evolution of share prices of 126 significant companies traded on the Warsaw Stock Exchange during the period between 1991–2008 have been investigated. The analysis was applied to daily financial returns. I have used the local DFA to obtain the...