相关论文: Discrete Scale Invariance in the Cascade Heart Rat…
We analyze heartbeat interval recordings from two independent databases: (a) 19 healthy young (avg. age 25.7 years) and 16 healthy elderly subjects (avg. age 73.8 years) during 2h under resting conditions from the Fantasia database; and (b)…
Despite of the pain and limited accuracy of blood tests for early recognition of cardiovascular disease, they dominate risk screening and triage. On the other hand, heart rate variability is non-invasive and cheap, but not considered…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
The reactions of the human body to physical exercise, psychophysiological stress and heart diseases are reflected in heart rate variability (HRV). Thus, continuous monitoring of HRV can contribute to determining and predicting issues in…
In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…
The response of a cold atom gas with contact interactions to a smoothly varying external harmonic confinement in the non-adiabatic regime is studied. The time variation of the angular frequency is varied such that the system is, for…
The notion of dissipative dynamical systems provides a formal description of processes that cannot generate energy internally. For these systems, changes in energy can only occur due to an external energy supply or dissipation effects.…
In this paper, we propose a nonparametric way to test the hypothesis that time-variation in intraday volatility is caused solely by a deterministic and recurrent diurnal pattern. We assume that noisy high-frequency data from a discretely…
We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). Scaling properties of time series of the axial flow velocity averaged over a cardiac beat interval may be…
It is shown that in the case of human heart rate, the scaling behaviour of the correlation sum (calculated by the Grassberger-Procaccia algorithm) is a result of the interplay of various factors: finite resolution of the apparatus…
Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. We consider moments of arbitrary orders of the mass multiplicity spectrum and derive scaling properties pertaining to their time…
Recently, multiple time scale characteristics of heart dynamics have received much attention for distinguishing healthy and pathologic cardiac systems. Despite structural peculiarities of the fetal cardiovascular system, the fetal heart…
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions…
In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…
Power spectral density is an accepted measure of heart rate variability. Two estimators of multifractal properties: Wavelet Transform Modulus Maxima and Multifractal Detrended Fluctuation Analysis are used to investigate multifractal…
We study the intermittency properties of the energy and helicity cascades in two 1536^3 direct numerical simulations of helical rotating turbulence. Symmetric and anti-symmetric velocity increments are examined, as well as probability…
We extend the analysis of [Zhou and Sornette, Physica D 165, 94-125, 2002] showing statistically significant log-periodic corrections to scaling in the moments of the energy dissipation rate in experiments at high Reynolds number ($\approx…
A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic…
Scale-free behavior as well as oscillations are frequently observed in the activity of many natural systems. One important example is the cortical tissues of mammalian brain where both phenomena are simultaneously observed. Rhythmic…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…