English
Related papers

Related papers: Limits of memory coefficient in measuring correlat…

200 papers

We investigate the communication sequences of millions of people through two different channels and analyze the fine grained temporal structure of correlated event trains induced by single individuals. By focusing on correlations between…

Physics and Society · Physics 2015-06-04 Márton Karsai , Kimmo Kaski , János Kertész

Most nervous systems encode information about stimuli in the responding activity of large neuronal networks. This activity often manifests itself as dynamically coordinated sequences of action potentials. Since multiple electrode recordings…

Neurons and Cognition · Quantitative Biology 2011-11-09 Kristina Lisa Klinkner , Cosma Rohilla Shalizi , Marcelo F. Camperi

The dynamics of many social, technological and economic phenomena are driven by individual human actions, turning the quantitative understanding of human behavior into a central question of modern science. Current models of human dynamics,…

Statistical Mechanics · Physics 2009-11-11 Albert-László Barabási

We investigate the statistics of record breaking events in the time series of crackling bursts in a fiber bundle model of the creep rupture of heterogeneous materials. In the model fibers break due to two mechanisms: slowly accumulating…

Disordered Systems and Neural Networks · Physics 2015-03-13 Zsuzsa Danku , Ferenc Kun

Various time series in natural and social processes have been found to be bursty. Events in the time series rapidly occur within short time periods, forming bursts, which are alternated with long inactive periods. As the timescale defining…

Data Analysis, Statistics and Probability · Physics 2026-04-08 Tibebe Birhanu , Hang-Hyun Jo

Intertemporal decision making involves choices among options whose effects occur at different moments. These choices are influenced not only by the effect of rewards value perception at different moments, but also by the time perception…

General Finance · Quantitative Finance 2011-05-19 Natalia Destefano , Alexandre Souto Martinez

We devised a measure based on the distributions of relative event timings of two coupled units. The measure dynamically evaluates temporal interdependencies between the two coupled units. Using this we show that even in the event of…

Chaotic Dynamics · Physics 2007-05-23 Michal Zochowski , Rhonda Dzakpasu

Arrival times of requests to print in a student laboratory were analyzed. Inter-arrival times between subsequent requests follow a universal scaling law relating time intervals and the size of the request, indicating a scale invariant…

Performance · Computer Science 2011-11-09 Uli Harder , Maya Paczuski

Rare events refer to qualitatively unlikely events whose realization can nevertheless have important consequences. Typically, the prediction of the kinetics of these events relies on Arrhenius laws, with exponentially distributed waiting…

Statistical Mechanics · Physics 2025-12-18 Apurba Biswas , Thomas Guérin

Spreading dynamics has been considered to take place in temporal networks, where temporal interaction patterns between nodes show non-Poissonian bursty nature. The effects of inhomogeneous interevent times (IETs) on the spreading have been…

Physics and Society · Physics 2018-10-18 Takayuki Hiraoka , Hang-Hyun Jo

Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations.…

Statistical Mechanics · Physics 2016-04-20 Sarah E. Marzen , James P. Crutchfield

Long-term temporal correlations in time series in a form of an event sequence have been characterized using an autocorrelation function (ACF) that often shows a power-law decaying behavior. Such scaling behavior has been mainly accounted…

Data Analysis, Statistics and Probability · Physics 2024-08-14 Hang-Hyun Jo , Tibebe Birhanu , Naoki Masuda

Burstiness, the tendency of interaction events to be heterogeneously distributed in time, is critical to information diffusion in physical and social systems. However, an analytical framework capturing the effect of burstiness on generic…

Physics and Society · Physics 2020-07-14 Samuel Unicomb , Gerardo Iñiguez , James P. Gleeson , Márton Karsai

We empirically study the activity patterns of individual blog-posting and find significant memory effects. The memory coefficient first decays in a power law and then turns to an exponential form. Moreover, the inter-event time distribution…

Physics and Society · Physics 2010-11-03 Peng Wang , Tao Zhou , Xiao-Pu Han , Bing-Hong Wang

Neuronal networks can generate burst events. It remains unclear how to analyse interburst periods and their statistics. We study here the phase-space of a mean-field model, based on synaptic short-term changes, that exhibit burst and…

Statistical Mechanics · Physics 2020-12-17 Lou Zonca , David Holcman

Foams are ideal model systems to study stress-driven dynamics, as stress-imbalances within the system are continuously generated by the coarsening process, which unlike thermal fluctuations, can be conveniently quantified by optical means.…

Soft Condensed Matter · Physics 2010-09-29 David A. Sessoms , Hugo Bissig , Agnès Duri , Luca Cipelletti , Véronique Trappe

We present a measure for characterizing statistical relationships between two time sequences. In contrast to commonly used measures like cross-correlations, coherence and mutual information, the proposed measure is non-symmetric and…

chao-dyn · Physics 2009-10-31 J. Arnhold , P. Grassberger , K. Lehnertz , C. E. Elger

To trigger precipitation, water droplets in warm clouds need to attain a sufficient size. Theoretical estimates based on condensation and gravitational collisions alone fail to explain the observed timescales for the onset of precipitation…

Fluid Dynamics · Physics 2026-02-25 Tobias Bätge , Johannes Zierenberg , Michael Wilczek

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

Physical systems characterized by stick-slip dynamics often display avalanches. Regardless of the diversity of their microscopic structure, these systems are governed by a power-law distribution of avalanche size and duration. Here we focus…