Asymmetry in power-law magnitude correlations (CROSBI ID 154440)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Podobnik, Boris ; Horvatić, Davor ; Tenenbaum, Joel N. ; Stanley, Eugene H.
engleski
Asymmetry in power-law magnitude correlations
Time series of increments can be created in a number of different ways from a variety of physical phenomena. Moreover, in some time series, magnitude correlations display asymmetry with respect to an increment’ s sign: the magnitude of IxI depends on the sign of the previous increment xi− 1. Here we define a model-independent test to measure the statistical significance of any observed asymmetry. We propose a simple stochastic process characterized by a an asymmetry parameter and a method for estimating.
EEG; stochastic process; test
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Podaci o izdanju
80 (1)
2009.
015101(R)-015104(R)
objavljeno
1539-3755
10.1103/PhysRevE.80.015101