相关论文: Generalized Hurst exponent and multifractal functi…
A comparison of two english texts from Lewis Carroll, one (Alice in wonderland), also translated into esperanto, the other (Through a looking glass) are discussed in order to observe whether natural and artificial languages significantly…
We present a comparison of two english texts, written by Lewis Carroll, one (Alice in wonderland) and the other (Through a looking glass), the former translated into esperanto, in order to observe whether natural and artificial languages…
The Hurst exponent is the simplest numerical summary of self-similar long-range dependent stochastic processes. We consider the estimation of Hurst exponent in long-range dependent curve time series. Our estimation method begins by…
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…
We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…
A common task in computational text analyses is to quantify how two corpora differ according to a measurement like word frequency, sentiment, or information content. However, collapsing the texts' rich stories into a single number is often…
This article explores the required amount of time series points from a high-speed traffic network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
This paper presents analysis of 30 literary texts written in English by different authors. For each text, there were created time series representing length of sentences in words and analyzed its fractal properties using two methods of…
A statistical physics study of punctuation effects on sentence lengths is presented for written texts: {\it Alice in wonderland} and {\it Through a looking glass}. The translation of the first text into esperanto is also considered as a…
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…
While textual frequency has been validated as relevant to human cognition in reading speed, its relatedness to Large Language Models (LLMs) is seldom studied. We propose a novel research direction in terms of textual data frequency, which…
We compared entropy for texts written in natural languages (English, Spanish) and artificial languages (computer software) based on a simple expression for the entropy as a function of message length and specific word diversity. Code text…
In the present work we demonstrate the application of different physical methods to high-frequency or tick-by-tick financial time series data. In particular, we calculate the Hurst exponent and inverse statistics for the price time series…
Hurst Exponent has been widely used in different fields as a measure of long range dependence in time series. It has been studied in hydrology and geophysics, economics and finance, and recently, it is still a hot topic in the different…
The analysis of non-stationary signals in non-uniformly sampled data is a challenging task. Time-integrated methods, such as the generalised Lomb-Scargle (GLS) periodogram, provide a robust statistical assessment of persistent periodicities…
We present an evaluation of text simplification (TS) in Spanish for a production system, by means of two corpora focused in both complex-sentence and complex-word identification. We compare the most prevalent Spanish-specific readability…
The shapelet transform is a form of feature extraction for time series, in which a time series is described by its similarity to each of a collection of `shapelets'. However it has previously suffered from a number of limitations, such as…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…