English

Antipersistent binary time series

Disordered Systems and Neural Networks 2009-11-07 v1

Abstract

Completely antipersistent binary time series are sequences in which every time that an NN-bit string μ\mu appears, the sequence is continued with a different bit than at the last occurrence of μ\mu. This dynamics is phrased in terms of a walk on a DeBruijn graph, and properties of transients and cycles are studied. The predictability of the generated time series for an observer who sees a longer or shorter time window is investigated also for sequences that are not completely antipersistent.

Cite

@article{arxiv.cond-mat/0109243,
  title  = {Antipersistent binary time series},
  author = {Richard Metzler},
  journal= {arXiv preprint arXiv:cond-mat/0109243},
  year   = {2009}
}

Comments

6 pages, 6 figures