Related papers: Effect of nonstationarities on detrended fluctuati…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with…
Non-stationarity affects the sensitivity of change detection in correlated systems described by sets of measurable variables. We study this by projecting onto different principal components. Non-stationarity is modeled as multiple normal…
The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine…
The fluctuations in the quantum spectrum could be treated like a time series. In this framework, we explore the statistical self-similarity in the quantum spectrum using the detrended fluctuation analysis (DFA) and random matrix theory…
We investigate the influence of nonstationary 1/f^mu noise, produced by interacting defects, on a quantum two-level system. Adopting a simple phenomenological model for this noise we describe exactly the corresponding dephasing in various…
We study the effects of noise on a recently discovered form of intermittency, referred to as in-out intermittency. This type of intermittency, which reduces to on-off in systems with a skew product structure, has been found in the dynamics…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
In the framework of Symbolic Data Analysis (SDA), distribution-variables are a particular case of multi-valued variables: each unit is represented by a set of distributions (e.g. histograms, density functions or quantile functions), one for…
By means of the concept of balanced estimation of diffusion entropy we evaluate reliable scale-invariance embedded in different sleep stages and stride records. Segments corresponding to Wake, light sleep, REM, and deep sleep stages are…
Statistical inference is central to many scientific endeavors, yet how it works remains unresolved. Answering this requires a quantitative understanding of the intrinsic interplay between statistical models, inference methods and data…
We consider a new phenomenological model for a $1/f^{\mu}$ classical intermittent noise and study its effects on the dephasing of a two-level system. Within this model, the evolution of the relative phase between the $|\pm>$ states is…
In high-throughput data, dynamic correlation between genes, i.e. changing correlation patterns under different biological conditions, can reveal important regulatory mechanisms. Given the complex nature of dynamic correlation, and the…
We consider a one-dimensional directional array of diffusively coupled oscillators. They are perturbed by the injection of a small additive noise, typically orders of magnitude smaller than the oscillation amplitude, and the system is…
Converging research suggests that the resting brain operates at the cusp of dynamic instability signified by scale-free temporal correlations. We asked if the scaling properties of these correlations differ between amplitude and phase…
The participation factor (PF), as an important modal property for small-signal stability, evaluates the linkage between a state variable and a mode. Applying the normal form theory, a nonlinear PF can be defined to evaluate the…
The RR series extracted from human electrocardiogram signal (ECG) is considered as a fractal stochastic process. The manifestation of long-range dependencies is the presence of power laws in scale dependent process characteristics.…
We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce three estimators of the power-law…
In this short report, we investigate the ability of the DCCA coefficient to measure correlation level between non-stationary series. Based on a wide Monte Carlo simulation study, we show that the DCCA coefficient can estimate the…
The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…