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Multifractal analysis of polyalanines time series

Figueirêdo, P.H.; Nogueira, E.; Moret, M.A.; Coutinho, … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 10, pp. 2090-2095

Multifractal properties of the energy time series of short α-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique (multifractal detrended fluctuation analysis). Estimates for the generalized Hurst exponent h(q) and its associated multifractal...

Persistent link: https://www.econbiz.de/10011059078

Entropy correlation distance method. The Euro introduction effect on the Consumer Price Index

Miśkiewicz, Janusz - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 8, pp. 1677-1687

the linear correlation coefficient between the remapped time series is evaluated as a function of time and time window … size and the corresponding statistical distance is defined. The results are compared with the the usual correlation … distance measure for the time series themselves. As an example this entropy correlation distance method (ECDM) is applied to …

Persistent link: https://www.econbiz.de/10011059447

The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market

Grech, Dariusz; Pamuła, Grzegorz - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 16, pp. 4299-4308

We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent...

Persistent link: https://www.econbiz.de/10011059600

Info-quantifiers’ map-characterization revisited

Rosso, Osvaldo A.; De Micco, Luciana; Plastino, A.; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 21, pp. 4604-4612

We highlight the potentiality of a special Information Theory (IT) approach in order to unravel the intricacies of nonlinear dynamics, the methodology being illustrated with reference to the logistic map. A rather surprising dynamic feature→plane-topography map becomes available.

Persistent link: https://www.econbiz.de/10011060685

Multifractal detrended fluctuation analysis of sheep livestock prices in origin

Pavón-Domínguez, P.; Serrano, S.; Jiménez-Hornero, F.J. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 19, pp. 4466-4476

function, instead of the long-range correlation properties between small and large fluctuations, which play a clearly secondary …

Persistent link: https://www.econbiz.de/10011060878

Real-time fractal signal processing in the time domain

Hartmann, András; Mukli, Péter; Nagy, Zoltán; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 1, pp. 89-102

Fractal analysis has proven useful for the quantitative characterization of complex time series by scale-free statistical measures in various applications. The analysis has commonly been done offline with the signal being resident in memory in full length, and the processing carried out in...

Persistent link: https://www.econbiz.de/10011061224

Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates

Zhou, Wei-Xing; Sornette, Didier - In: Physica A: Statistical Mechanics and its Applications 380 (2007) C, pp. 287-296

general definition of distance which takes into account possible regime shifts between positive and negative correlations …. This generalization to track possible changes of correlation signs is able to identify possible transitions from one … new TOP method significantly outperforms standard cross-correlation methods. …

Persistent link: https://www.econbiz.de/10011061390

Dimension of the minimal cover and fractal analysis of time series

Dubovikov, M.M; Starchenko, N.V; Dubovikov, M.S - In: Physica A: Statistical Mechanics and its Applications 339 (2004) 3, pp. 591-608

We develop a new approach to the fractal analysis of time series of various natural, technological and social processes. To compute the fractal dimension, we introduce the sequence of the minimal covers associated with a decreasing scale δ. This results in new fractal characteristics: the...

Persistent link: https://www.econbiz.de/10011061685

Dynamic scaling behavior of human brain electroencephalogram

Yuan, J.W.; Zheng, B.; Pan, C.P.; Wu, Y.Z.; Trimper, S. - In: Physica A: Statistical Mechanics and its Applications 364 (2006) C, pp. 315-323

probability distribution of the variation ΔY(t′)≡Y(t′+Δt)-Y(t′) exhibits a dynamic scaling behavior. The auto-correlation …

Persistent link: https://www.econbiz.de/10011061962

Analysis of spontaneous magnetoencephalography data by similarity measures

Tretyakov, Alex; Chen, Zhihua; Takayasu, Hideki; … - In: Physica A: Statistical Mechanics and its Applications 270 (1999) 3, pp. 543-551

We discuss application of dissimilarity measures technique to the classification of time series obtained in experimental measurements, and use it to analyze multi-channel magnetoencephalography data (MEG). Dissimilarity measures for the 1/f component of MEG data allow to distinguish signals...

Persistent link: https://www.econbiz.de/10011062007