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Topological classification of radioactive contamination

Makarenko, Nikolay; Karimova, Lyailya; Terekhov, Alexei; … - In: Physica A: Statistical Mechanics and its Applications 289 (2001) 1, pp. 278-289

the diffusion of contamination through soil, water and air. The complexity involved in modelling such an environment …

Persistent link: https://www.econbiz.de/10010874682

A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market

Araújo, Tanya; Dias, João; Eleutério, Samuel; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3708-3714

This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges the traditional analysis of the nature of financial markets implicit in the most popular models....

Persistent link: https://www.econbiz.de/10011059971

Scaling, self-similarity and multifractality in FX markets

Xu, Zhaoxia; Gençay, Ramazan - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 578-590

This paper presents an empirical investigation of scaling and multifractal properties of US Dollar–Deutschemark (USD–DEM) returns. The data set is ten years of 5-min returns. The cumulative return distributions of positive and negative tails at different time intervals are linear in the...

Persistent link: https://www.econbiz.de/10010872935

Multiscale entropy-based methods for heart rate variability complexity analysis

Silva, Luiz Eduardo Virgilio; Cabella, Brenno Caetano Troca - In: Physica A: Statistical Mechanics and its Applications 422 (2015) C, pp. 143-152

Physiologic complexity is an important concept to characterize time series from biological systems, which associated to … complexity metrics as function of time scales. Complexity metrics are derived from nonadditive entropy supported by generation of … surrogate data, i.e. SDiffqmax, qmax and qzero. In order to access accuracy of proposed complexity metrics, receiver operating …

Persistent link: https://www.econbiz.de/10011194017

EMD based refined composite multiscale entropy analysis of complex signals

Wang, Jing; Shang, Pengjian; Xia, Jianan; Shi, Wenbin - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 583-593

Multiscale entropy (MSE) is an effective method to measure the complexity of signals from complex systems, which has … complexity measurement. Thus we introduce an empirical mode decomposition based RCMSE, called EMD–RCMSE to first eliminate such … effects of trends and then measure the complexity of signals. It is validated from simulated signals and has good estimation …

Persistent link: https://www.econbiz.de/10011194044

Complexity measures and self-similarity on spreading depression waves

Piqueira, José Roberto C.; Lima, Vera Maura Fernandes de; … - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 271-277

the circular wave formations. Shiner–Davison–Landsberg (SDL) complexity measure framework has been used in several … were collected in two different spatial scales. The SDL complexity was calculated for the data and two main results …

Persistent link: https://www.econbiz.de/10010871856

The effect of microscopic correlations on the information geometric complexity of Gaussian statistical models

Ali, S.A.; Cafaro, C.; Kim, D.-H.; Mancini, S. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3117-3127

We present an analytical computation of the asymptotic temporal behavior of the information geometric complexity (IGC … connection between (micro)correlations and (macro)complexity in Gaussian statistical dynamical systems. …

Persistent link: https://www.econbiz.de/10010871921

On the relation between correlation dimension, approximate entropy and sample entropy parameters, and a fast algorithm for their calculation

Zurek, Sebastian; Guzik, Przemyslaw; Pawlak, Sebastian; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6601-6610

these complexity algorithms and show explicitly that the above parameters are intimately connected and mutually … can be used in medical applications of complexity theory, as it can calculate all three parameters for a realistic …

Persistent link: https://www.econbiz.de/10010872055

A power-law distribution for tenure lengths of sports managers

Aidt, Toke S.; Leong, Bernard; Saslaw, William C.; … - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 2, pp. 697-703

We show that the tenure lengths for managers of sport teams follow a power law distribution with an exponent between 2 and 3. We develop a simple theoretical model which replicates this result. The model demonstrates that the empirical phenomenon can be understood as the macroscopic outcome of...

Persistent link: https://www.econbiz.de/10010872143

Scale-free phenomenon in industries in China

Tang, Da-Hai; Chen, Bo-Kui; Gao, Ya-Chun; Wang, Bing-Hong - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5914-5919

In this paper, we investigate the data of industries in China and find that the frequency distributions of fixed assets and fixed-assets’ investment of industries obey power laws. We show that these power-law modes can be explained by the rules of the Simon Model, rather than the existing...

Persistent link: https://www.econbiz.de/10010872681