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Related papers: Long-range correlations in Covid-19 growth

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The methods used so far for the analysis of time changes in population health suffer from the lack of causality in their design. This results in problems with their implementation and interpretation. Here the method is presented with…

Applications · Statistics 2016-02-19 Vladislav Moltchanov

We recently described a dynamic causal model of a COVID-19 outbreak within a single region. Here, we combine several of these (epidemic) models to create a (pandemic) model of viral spread among regions. Our focus is on a second wave of new…

We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a distribution does not fit to results following from an…

Physics and Society · Physics 2009-11-13 Paweł Sieczka , Janusz A. Hołyst

Purpose: This paper proposes a methodology and a computational tool to study the COVID-19 pandemic throughout the world and to perform a trend analysis to assess its local dynamics. Methods: Mathematical functions are employed to describe…

A finite mixture model is used to learn trends from the currently available data on coronavirus (COVID-19). Data on the number of confirmed COVID-19 related cases and deaths for European countries and the United States (US) are explored. A…

Applications · Statistics 2021-09-16 Semhar Michael , Xuwen Zhu , Volodymyr Melnykov

It is empirically established that order flow in the financial markets is positively auto-correlated and can serve as an example of a social system with long-range memory. Nevertheless, widely used long-range memory estimators give varying…

Statistical Finance · Quantitative Finance 2020-10-02 Vygintas Gontis

We consider a global (location independent) model of pandemic growth which generalizes the SIR model to accommodate important features of the COVID-19 pandemic, notably the implementation of pandemic reduction measures. This "SHIR" model is…

Populations and Evolution · Quantitative Biology 2020-07-30 T. Barnes

We present a purely deep neural network-based approach for estimating long memory parameters of time series models that incorporate the phenomenon of long-range dependence. Parameters, such as the Hurst exponent, are critical in…

The research team has utilized an integrated dataset, consisting of anonymized location data, COVID-19 case data, and census population information, to study the impact of COVID-19 on human mobility. The study revealed that statistics…

Computers and Society · Computer Science 2020-05-01 Sepehr Ghader , Jun Zhao , Minha Lee , Weiyi Zhou , Guangchen Zhao , Lei Zhang

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

State government-mandated social distancing measures have helped to slow down the growth of the COVID-19 pandemic in the United States. Current predictive models of the development of COVID-19, especially after mitigation efforts, are…

Populations and Evolution · Quantitative Biology 2021-01-27 Ka-Ming Tam , Nicholas Walker , Juana Moreno

This study aimed to analyze the time series behavior of the Southern Oscillation Index through techniques using Fast Fourier Transform, computing the autocorrelation function, and the calculation of the Hurst coefficient. The methodology of…

In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal…

Statistical Finance · Quantitative Finance 2012-01-24 Jozef Barunik , Ladislav Kristoufek

In the United States, from the start of the COVID-19 pandemic to December 31, 2020, 341,199 deaths and more than 19,663,976 infections were recorded. Recent literature establishes that communities with poverty-related health problems, such…

Applications · Statistics 2021-02-09 Cesar R. Salas-Guerra

Multiple studies have suggested the spread of COVID-19 is affected by factors such as climate, BCG vaccinations, pollution and blood type. We perform a joint study of these factors using the death growth rates of 40 regions worldwide with…

Populations and Evolution · Quantitative Biology 2020-07-14 Chris Finlay , Bruce A. Bassett

Since the beginning of the COVID-19 pandemic, many dashboards have emerged as useful tools to monitor the evolution of the pandemic, inform the public, and assist governments in decision making. Our goal is to develop a globally applicable…

The global pandemic of COVID-19 over the last 2.5 years have produced an enormous amount of epidemic/public health datasets, which may also be useful for studying the underlying structure of our globally connected world. Here we used the…

Social and Information Networks · Computer Science 2022-07-19 Hiroki Sayama

We identify the effectiveness of social distancing policies in reducing the transmission of the COVID-19 spread. We build a model that measures the relative frequency and geographic distribution of the virus growth rate and provides…

Econometrics · Economics 2024-05-21 Difang Huang , Ying Liang , Boyao Wu , Yanyi Ye

This paper proposes a structural econometric approach to estimating the basic reproduction number ($\mathcal{R}_{0}$) of Covid-19. This approach identifies $\mathcal{R}_{0}$ in a panel regression model by filtering out the effects of…

Econometrics · Economics 2023-09-19 Ida Johnsson , M. Hashem Pesaran , Cynthia Fan Yang

Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…

Networking and Internet Architecture · Computer Science 2021-07-13 G. Millán , G. Lefranc , R. Osorio-Comparán , V. Lomas-Barrie
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