196,952 research outputs found
Empirical Analysis of Time Series
No full textTime series occur in many fields of biology, physics, chemistry, engineering. Much work has been recently performed in statistical physics using specific mathematical techniques on various time series pertaining to so-called nonlinear phenomena. Several methods, beyond the Fourier transform, are presented here. To distinguish between noise and deterministic content is the major challenge. Various phenomena are used for illustration. Some emphasis on findings and still questions will be drawn from problems in finance due to the existence (or not) of long-, medium-, short-range (power-law or not) correlations in such economic systems. The Fourier transform, the Hurst rescaled range, the instantaneous detrended fluctuations, the moving averages, and the Zipf-plots analysis methods will be recalled. They raise questions about fractional Brownian motion properties, or in sorting out correlation ranges and predictability. Among spectacular results, the possibility of crash predictions will be indicated when there is an underlying discrete scale invariance. Other time series for meteorology and electronics phenomena are also presented in order to discuss stratus cloud breaking and dielectric breakdown through avalanches for illustration purpose and to indicate that there are other widely open fields of possible investigations.time series; finance; fourier transform; Hurst exponenet; multifractal; detrended fluctuation analysis; moving average; Zipf; crashes
High frequency (daily) data analysis of the Southern Oscillation Index. Tsallis nonextensive statistical mechanics approach
No full textDaily data of the Southern Oscillation Index between 1999 and mid-2006 has been analyzed in order to obtain the shape and tails of the partial distribution functions (PDF) of the variability of the index. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of the normalized variability for such a climatological index, for small and large time windows, both for small and large variability. The model is linked to Tsallis nonextensive statistics. The transition between the small time scale model of nonextensive, intermittent process and the large scale Gaussian extensive homogeneous fluctuation picture is found to occur at above a ca. 46 days time lag. The intermittency exponent (Κ) in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments. The value of Κ (= 0.25) is in agreement with the intermittency exponent recently obtained for other atmospheric data and for the monthly data, indicating so called scaling universality. We suggest improvements on forecasting along the lines of Tsallis non extensive statistics
Statistical dynamics of religions and adherents
No full textReligiosity is one of the most important sociological aspects of populations. All religions may evolve in their beliefs and adapt to the society developments. A religion is a social variable, like a language or wealth, to be studied like any other organizational parameter. Several questions can be raised, as considered in this study; e.g.: i) From a "macroscopic" point of view: How many religions exist at a given time? ii) From a "microscopic" viewpoint: How many adherents belong to one religion? Does the number of adherents increase or not, and how? No need to say that if quantitative answers and mathematical laws are found, agent-based models can be imagined to describe such non-equilibrium processes. It is found that empirical laws can be deduced and related to preferential attachment processes, like on an evolving network; we propose two different algorithmic models reproducing as well the data. Moreover, a population growth-death equation is shown to be a plausible modeling of evolution dynamics in a continuous-time framework. Differences with language dynamic competition are emphasized
Tsallis nonextensive statistical mechanics of El Nino Southern Oscillation Index
No full textThe shape and tails of partial distribution functions (PDF) for a climatological signal, i.e., the El Niño SOI and the turbulent nature of the ocean–atmosphere variability are linked through a model encompassing Tsallis non-extensive statistics and leading to evolution equations of the Langevin and Fokker–Planck type. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of the normalized variability for such a climatological index, for small and large time windows, both for small and large variability. This normalized variability distributions can be sufficiently well fitted with a -distribution. The transition between the small time scale model of non-extensive, intermittent process and the large-scale Gaussian extensive homogeneous fluctuation picture is found to occur at above ca. a 48 months time lag. The intermittency exponent () in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments. The value of is in agreement with the intermittency exponent recently obtained for other atmospheric data
Statistical dynamics of religion evolutions
No full textA religion affiliation can be considered as a "degree of freedom" of an agent on the human genre network. A brief review is given on the state of the art in data analysis and modelization of religious "questions" in order to suggest and if possible initiate further research, after using a "statistical physics filter". We present a discussion of the evolution of 18 so-called religions, as measured through their number of adherents between 1900 and 2000. Some emphasis is made on a few cases presenting a minimum or a maximum in the investigated time range-thereby suggesting a competitive ingredient to be considered, besides the well accepted "at birth" attachment effect. The importance of the "external field" is still stressed through an Avrami late stage crystal growth-like parameter. The observed features and some intuitive interpretations point to opinion based models with vector, rather than scalar, like agents. © 2009 Elsevier B.V. All rights reserved
Recurrence plot and recurrence quantification analysis techniques for detecting a critical regime: examples from financial market indices
No full textStatistical Assessment of Regional Wealth Inequalities: the Italian Case
No full textThis paper discusses region wealth size distributions, through their member cities
aggregated tax income. As an illustration, the official data of the ItalianMinistry ofEconomics
and Finance has been considered, for all Italian municipalities, over the period 2007–2011.
Yearly data of the aggregated tax income is transformed into a few indicators: the Gini,
Theil, and Herfindahl–Hirschman indices. On one hand, the relative interest of each index
is discussed. On the other hand, numerical results confirm that Italy is divided into very
different regional realities, a few which are specifically outlined. This shows the interest of
transforming data in an adequate manner and of comparing such indices
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