English
Related papers

Related papers: Universal features of correlated bursty behaviour

200 papers

Time-varying connections are crucial in understanding the structures and dynamics of complex networks. In this paper, we propose a continuous-time switching topology model for temporal networks that is driven by bursty behavior and study…

Physics and Society · Physics 2025-05-21 Ziyan Zeng , Minyu Feng , Matjaž Perc , Jürgen Kurths

Links in many real-world networks activate and deactivate in correspondence to the sporadic interactions between the elements of the system. The activation patterns may be irregular or bursty and play an important role on the dynamics of…

Physics and Society · Physics 2017-02-03 Oriol Artime , Jose J. Ramasco , Maxi San Miguel

A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…

Computers and Society · Computer Science 2019-11-05 Jonathan J. H. Zhu , Tai-Quan Peng

The observable outputs of many complex dynamical systems consist in time series exhibiting autocorrelation functions of great diversity of behaviors, including long-range power-law autocorrelation functions, as a signature of interactions…

Data Analysis, Statistics and Probability · Physics 2019-09-05 Pedro Carpena , Pedro A. Bernaola-Galván , Manuel Gómez-Extremera , Ana V. Coronado

This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…

Methodology · Statistics 2025-08-25 Daniel Gervini

In a range of citation networks, the in-degree distributions boast time-periodicity---the distributions of citations per article published each year present similar scale-free tails. This phenomenon can be regarded as a consequence of the…

Physics and Society · Physics 2016-10-12 Qi Liu , Zheng Xie , Zonglin Xie , Enming Dong , Jianping Li

The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…

Physics and Society · Physics 2015-05-20 Chao Fan , Jin-Li Guo , Yi-Long Zha

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 J. Perello , J. Masoliver , A. Kasprzak , R. Kutner

Temporal networks are such networks where nodes and interactions may appear and disappear at various time scales. With the evidence of ubiquity of temporal networks in our economy, nature and society, it's urgent and significant to focus on…

Social and Information Networks · Computer Science 2014-01-15 Yujian Pan , Xiang Li

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…

Statistical Finance · Quantitative Finance 2017-05-24 V. Gontis , A. Kononovicius

Whether an idea, information, infection, or innovation diffuses throughout a society depends not only on the structure of the network of interactions, but also on the timing of those interactions. Recent studies have shown that diffusion…

Physics and Society · Physics 2017-12-19 Mohammad Akbarpour , Matthew O. Jackson

People communicate with those who have the same background or share a common interest by using a social networking service (SNS). News or messages propagate through inhomogeneous connections in an SNS by sharing or facilitating additional…

Physics and Society · Physics 2015-04-16 Tomokatsu Onaga , Shigeru Shinomoto

Predicting species distributions using occupancy models accounting for imperfect detection is now commonplace in ecology. Recently, modelling spatial and temporal autocorrelation was proposed to alleviate the lack of replication in…

Applications · Statistics 2025-10-10 André Luís Luza , Didier Alard , Frédéric Barraquand

We present the first exact analysis of some of the temporal properties of multivariate self-excited Hawkes conditional Poisson processes, which constitute powerful representations of a large variety of systems with bursty events, for which…

Statistical Mechanics · Physics 2014-08-26 A. Saichev , D. Sornette

The temporal activity of many biological systems, including neural circuits, exhibits fluctuations simultaneously varying over a large range of timescales. The mechanisms leading to this temporal heterogeneity are yet unknown. Here we show…

Disordered Systems and Neural Networks · Physics 2022-08-03 Merav Stern , Nicolae Istrate , Luca Mazzucato

Adaptive behavior, cognition and emotion are the result of a bewildering variety of brain spatiotemporal activity patterns. An important problem in neuroscience is to understand the mechanism by which the human brain's 100 billion neurons…

Neurons and Cognition · Quantitative Biology 2011-05-09 Paul Expert , Renaud Lambiotte , Dante R. Chialvo , Kim Christensen , Henrik Jeldtoft Jensen , David J. Sharp , Federico Turkheimer

Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which…

Physics and Society · Physics 2011-10-11 Young-Ho Eom , Santo Fortunato

Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…

Statistical Finance · Quantitative Finance 2013-11-19 Raoul Golan , Austin Gerig

The timing patterns of human communication in social networks is not random. On the contrary, communication is dominated by emergent statistical laws such as non-trivial correlations and clustering. Recently, we found long-term correlations…

Physics and Society · Physics 2014-09-15 Diego Rybski , Sergey V. Buldyrev , Shlomo Havlin , Fredrik Liljeros , Hernan A. Makse

In temporal networks, both the topology of the underlying network and the timings of interaction events can be crucial in determining how some dynamic process mediated by the network unfolds. We have explored the limiting case of the speed…

Physics and Society · Physics 2012-05-28 Mikko Kivelä , Raj Kumar Pan , Kimmo Kaski , János Kertész , Jari Saramäki , Márton Karsai