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Asymmetry in power-law magnitude correlations (CROSBI ID 154440)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Podobnik, Boris ; Horvatić, Davor ; Tenenbaum, Joel N. ; Stanley, Eugene H. Asymmetry in power-law magnitude correlations // Physical review. E, Statistical, nonlinear, and soft matter physics, 80 (2009), 1; 015101(R)-015104(R). doi: 10.1103/PhysRevE.80.015101

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

Povezanost rada

Fizika

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