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Magnitude and sign of long-range correlated time series: Decomposition and surrogate signal generation

We systematically study the scaling properties of the magnitude and sign of the fluctuations in correlated time series, which is a simple and useful approach to distinguish between systems with different dynamical properties but the same linear correlations. First, we decompose artificial long-range...

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Detalhes bibliográficos
Publicado no:Phys Rev E
Main Authors: Gómez-Extremera, Manuel, Carpena, Pedro, Ivanov, Plamen Ch., Bernaola-Galván, Pedro A.
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC6135529/
https://ncbi.nlm.nih.gov/pubmed/27176287
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1103/PhysRevE.93.042201
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