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Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in...
Persistent link: https://www.econbiz.de/10010590142
We demonstrate that the methods of signal (time series) analysis developed in nonlinear and symbolic dynamics when applied to financial data in Econophysics give new possibilities of interpretation of those data. Analogies with interpretation of biosignals in Medical Physics may be observed....
Persistent link: https://www.econbiz.de/10010590499
In this paper, the symbolic dynamics analysis was used to analyze the complexity of normal heartbeat signal (NSR), Ventricular tachycardia (VT) and ventricular fibrillation (VF) signals. By calculating the information entropy value of symbolic sequences, the complexities were quantified. Based...
Persistent link: https://www.econbiz.de/10010591121
In this paper, a generalized Kolmogorov–Sinai-like entropy (KSq entropy) in the sense of Tsallis is proposed with a nonextensive parameter q under Markov shifts, which contains the classical Kolmogorov–Sinai (KS) entropy and the Rényi entropy as well as Bernoulli shifts as special cases. To...
Persistent link: https://www.econbiz.de/10010591249
Heartbeat intervals during atrial fibrillation are commonly believed to form a series of almost independent variables. The series extracted from 24h Holter recordings show a nonstationary behavior. Because of nonstationarity it is difficult to give a quantitative measure of independence. In this...
Persistent link: https://www.econbiz.de/10010591473
In this paper we apply the techniques of symbolic dynamics and chaos control to the analysis of a labor market model …
Persistent link: https://www.econbiz.de/10010561307
Persistent link: https://www.econbiz.de/10008678371
New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto elements of...
Persistent link: https://www.econbiz.de/10008685233
Time-dependent pattern entropy is a method that reduces variations to binary symbolic dynamics and considers the pattern of symbols in a sliding temporal window. We use this method to analyze the instability of daily variations in foreign exchange rates, in particular, the dollar–yen rate. The...
Persistent link: https://www.econbiz.de/10010666225
Persistent link: https://www.econbiz.de/10010237447