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 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...

The concepts of nonextensive statistics, which has been applied in the study of complex systems, are used to analyze past records of the Earth’s climate. The fluctuations within the record of deuterium content (hence temperature) in the last glacial period appear to follow a q-Gaussian...

In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-correlation between nonstationary time series. This cross-correlation coefficient is defined in terms of the DFA method and the DCCA method. The implementation of this cross-correlation coefficient...