Showing 41 - 49 of 49
By means of factorial moments (FM), the fractal structures embedded in gait time series are investigated. Intermittency is found in records for healthy objects. And this kind of intermittency is much sensitive to disease or outside influences. It is found that FM is an effective tool to deal...
Persistent link: https://www.econbiz.de/10010588806
The statistical properties of the size distribution of DNA segments separating identical oligonucleotides are studied. For representative eukaryotes (Homo sapiens, Mus musculus, Saccharomyces cereviciae, Oryza sativa, Arabidopsis thaliana) we have demonstrated the existence of long-range...
Persistent link: https://www.econbiz.de/10010589830
In the given paper, we consider the scaling features of long letter sequences like human writings, discretized images and discretized financial data. Using several approaches we show that the symbolic strings and time series being analyzed have a complex multiscale structure and demonstrate...
Persistent link: https://www.econbiz.de/10010589902
Arrival sequences for several marathon races, including New York City and Chicago ones, have been analyzed using an internet freely available database. By means of the Allan factor statistics, time-clustering phenomena has been detected in the sequence and this indicates that at certain time...
Persistent link: https://www.econbiz.de/10010590754
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both...
Persistent link: https://www.econbiz.de/10010591201
This article shows numerically that the variance of the stretching exponents for two-dimensional chaotic area-preserving systems grows asymptotically as a linear function of time, although an intermediate anomalous power-law scaling may occur. This implies that the autocorrelation function of...
Persistent link: https://www.econbiz.de/10010599486
We have analyzed third position in codons and have observed strong long-range correlations along DNA sequence. We have shown that the correlations are caused mostly by asymmetric replication. In the analysis, we have used a DNA walk (spider analysis Cebrat et al., Microbial Comparative Genomics...
Persistent link: https://www.econbiz.de/10010664865
We study the localization of electronic wave functions in the one-dimensional Anderson model with diagonal disorder, where the site energies are long-range correlated. We find different behavior at the band edge and at the band center. Close to the band edge, the correlations lead to a decrease...
Persistent link: https://www.econbiz.de/10010664933
It is well known that empirical data coming from financial markets, like stock market indices, commodities, interest rates, traded volumes and foreign exchange rates have a multifractal structure. Multifractals were introduced in the field of economics to surpass the shortcomings of classical...
Persistent link: https://www.econbiz.de/10010607243