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  • Search: subject:"Long range correlations"
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Subject
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Long-range correlations 28 Detrended fluctuation analysis 5 Long range correlations 4 Scaling 3 Time series analysis 3 Wavelet transform 3 Coding/non-coding DNA sequences 2 DNA 2 DNA molecule 2 DNA sequences 2 Econophysics 2 Genes 2 Hurst exponent 2 Multifractal formalism 2 Neuronal noise 2 Power law 2 Quasiperiodic structures 2 Random time series 2 Specific heat 2 Time series 2 long-range correlations 2 Aggregation 1 Allan factor 1 Anderson model 1 Autonomic regulation 1 Breathing 1 Broad distributions 1 Cardiac dynamics 1 Chaotic Hamiltonian systems 1 Colored noise 1 Consensus sequences 1 Critical exponents 1 Crossovers 1 DFA 1 DNA sequence 1 DNA walk 1 Deterministic chaos 1 Detrending 1 ECG 1 Exchange rate index 1
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Online availability
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Undetermined 32 Free 2
Type of publication
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Article 33 Book / Working Paper 1
Language
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Undetermined 34
Author
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Havlin, Shlomo 5 Bunde, Armin 4 Kantelhardt, Jan W. 4 Provata, A. 4 Viswanathan, G.M. 3 Albuquerque, E.L. 2 Almirantis, Y. 2 Arneodo, A. 2 Bacry, E. 2 Bartsch, Ronny 2 Blesić, S. 2 Buldyrev, S.V. 2 Havlin, S. 2 Koscielny-Bunde, Eva 2 Ljubisavljević, M. 2 Milošević, S. 2 Moreira, D.A. 2 Muzy, J.F. 2 Stanley, H.E. 2 Stratimirović, Dj. 2 Thermes, C. 2 Adrover, Alessandra 1 Alvarez-Ramirez, Jose 1 Anishchenko, Vadim S. 1 Anita, Plesoianu 1 Aranda-Camacho, N.M. 1 Arrowsmith, David K. 1 Ashkenazy, Yosef 1 Audit, B. 1 Bashan, Amir 1 Becker, Heinrich F. 1 Billoni, Orlando V. 1 Bolster, Diogo 1 Bountis, A. 1 Brodie of Brodie, E.B. 1 Cebrat, S 1 Dagdug, Leonardo 1 Delour, J. 1 Dokholyan, N.V. 1 Dudek, M.R 1
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Institution
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Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1
Published in...
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Physica A: Statistical Mechanics and its Applications 32 Annals of Faculty of Economics 1 Working Papers / Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1
Source
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RePEc 34
Showing 1 - 10 of 34
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MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS
Ioan, Trenca; Anita, Plesoianu; Razvan, Capusan - In: Annals of Faculty of Economics 1 (2012) 1, pp. 784-790
multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long-range … correlations and heavy-tailed distributions, and we find that this multifractal behavior can be mainly attributed to the latter …
Persistent link: https://www.econbiz.de/10010607243
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Long-range correlations and trends in Colombian seismic time series
Martín-Montoya, L.A.; Aranda-Camacho, N.M.; Quimbay, C.J. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 124-133
We study long-range correlations and trends in time series extracted from the data of seismic events occurred from 1973 … to 2011 in a rectangular region that contains mainly all the continental part of Colombia. The long-range correlations …
Persistent link: https://www.econbiz.de/10011194006
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Memory and long-range correlations in chess games
Schaigorodsky, Ana L.; Perotti, Juan I.; Billoni, Orlando V. - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 304-311
using two methods for detecting long-range correlations; rescaled range analysis and detrended fluctuation analysis. We …
Persistent link: https://www.econbiz.de/10010873394
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The effect of initial spatial correlations on late time kinetics of bimolecular irreversible reactions
Paster, Amir; Bolster, Diogo - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 20, pp. 4654-4660
long range correlations can give rise to different late time scalings than one would expect purely from the underlying …
Persistent link: https://www.econbiz.de/10011059361
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Statistical properties of the yuan exchange rate index
Wang, Dong-Hua; Yu, Xiao-Wen; Suo, Yuan-Yuan - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 12, pp. 3503-3512
the multifractal detrending moving average analysis (MFDMA). The two periods possess different degrees of long-range … correlations, and the multifractal nature is also unveiled in these two time series. Significant difference is found in the scaling …
Persistent link: https://www.econbiz.de/10011059653
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Preservation of long range temporal correlations under extreme random dilution
Mirzayof, Dror; Ashkenazy, Yosef - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5573-5580
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...
Persistent link: https://www.econbiz.de/10010871911
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Low-temperature specific heat spectra considering nonextensive long-range correlated quasiperiodic DNA molecules
Moreira, D.A.; Albuquerque, E.L.; da Silva, L.R.; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 22, pp. 5477-5482
We consider the low-temperature specific heat spectra of long-range correlated quasiperiodic DNA molecules using a q-gaussian distribution, and compare them with those considering the Boltzmann-Gibbs distribution. The energy spectra are calculated using the one-dimensional Schrödinger equation...
Persistent link: https://www.econbiz.de/10011060497
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Time series analysis and long range correlations of Nordic spot electricity market data
Erzgräber, Hartmut; Strozzi, Fernanda; Zaldívar, … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 26, pp. 6567-6574
with focus on the Hurst exponent and long range correlations. Daily and weekly periodicities of the spot market are …
Persistent link: https://www.econbiz.de/10011063245
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Comparison of detrending methods for fluctuation analysis
Bashan, Amir; Bartsch, Ronny; Kantelhardt, Jan W.; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 5080-5090
We examine several recently suggested methods for the detection of long-range correlations in data series based on … polynomials, yields full recognition of the trends. A comparison with independent methods is recommended for proving long-range … correlations. …
Persistent link: https://www.econbiz.de/10010874918
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Time-correlations in marathon arrival sequences
Alvarez-Ramirez, Jose; Rodriguez, Eduardo; Dagdug, Leonardo - In: Physica A: Statistical Mechanics and its Applications 380 (2007) C, pp. 447-454
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
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