We perform a statistical analysis of measured time series of sea levels at various coastal locations in the UK, measured at time differences of 15 min over the past 20 years. When the astronomical tide and other deterministic components are removed from the record, a stochastic signal...

We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time over-diffusion in limit order markets is due to the non-equilibrium of order...

A consistency criterion for price impact functions in limit order markets is proposed that prohibits chain arbitrage exploitation. Both the bid-ask spread and the feedback of sequential market orders of the same kind onto both sides of the order book are essential to ensure consistency at the...

After a brief overview of classical techniques used to explore cardiac rhythm variability, we show how the DFA method can help diagnose heart failure.

The minimum description length principle is a general methodology for statistical modeling and inference that selects the best explanation for observed data as the one allowing the shortest description of them. Application of this principle to the important task of probability density estimation...

Large-scale data are analysed using the Wigner function. It is shown that the ‘frequency variable’ provides important information, which is lost with other techniques. The method is applied to ‘sentiment analysis’ in data from social networks and also to financial data.

The availability of huge volume of financial data has offered the possibility for understanding the markets as a complex system characterized by several stylized facts. Here we first show that the time evolution of the Japan’s Nikkei stock average index (Nikkei 225) futures follows the...

We study spatiotemporal patterns produced by small-world networks of biologically motivated nonlinear oscillators from a data-analysis perspective. It is shown that the connectivity levels of such systems can be reconstructed by analyzing heterogeneity and fluctuation content of the patterns....

A major challenge in biological physics is the analysis of time series that are typically highly nonstationary. Viswanathan et al. (Phys. Rev. E 55 (1) (1997) 845–899) using techniques based on the Fano factor and the Allan factor functions, as well as on detrended fluctuation analysis showed...

Quantification methods for spatiotemporal patterns are introduced, which are based on nearest-neighbor considerations inspired by cellular automata as well as by more complex spatiotemporal dynamics. In particular, spatial and temporal structures, which can be found in aggregation and clustering...