scholarly journals Power-Law Exponent Modulated Multiscale Entropy: A Complexity Measure Applied to Physiologic Time Series

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 112725-112734
Author(s):  
Wei Han ◽  
Zunjing Zhang ◽  
Chi Tang ◽  
Yili Yan ◽  
Erping Luo ◽  
...  
Keyword(s):  
Time Series ◽  
Power Law ◽  
Complexity Measure ◽  
Multiscale Entropy ◽  
Power Law Exponent ◽  
Physiologic Time Series

scholarly journals Breakdown coefficients and scaling properties of rain fields

1998 ◽  
Vol 5 (2) ◽  
pp. 93-104 ◽  
Author(s):  
D. Harris ◽  
M. Menabde ◽  
A. Seed ◽  
G. Austin
Keyword(s):  
Time Series ◽  
Parameter Estimation ◽  
Power Law ◽  
Scale Parameter ◽  
Probability Distributions ◽  
Scaling Analysis ◽  
Scaling Properties ◽  
Power Law Exponent ◽  
Scale Similarity ◽  
Parameter Estimation Techniques

Abstract. The theory of scale similarity and breakdown coefficients is applied here to intermittent rainfall data consisting of time series and spatial rain fields. The probability distributions (pdf) of the logarithm of the breakdown coefficients are the principal descriptor used. Rain fields are distinguished as being either multiscaling or multiaffine depending on whether the pdfs of breakdown coefficients are scale similar or scale dependent, respectively. Parameter  estimation techniques are developed which are applicable to both multiscaling and multiaffine fields. The scale parameter (width), σ, of the pdfs of the log-breakdown coefficients is a measure of the intermittency of a field. For multiaffine fields, this scale parameter is found to increase with scale in a power-law fashion consistent with a bounded-cascade picture of rainfall modelling. The resulting power-law exponent, H, is indicative of the smoothness of the field. Some details of breakdown coefficient analysis are addressed and a theoretical link between this analysis and moment scaling analysis is also presented. Breakdown coefficient properties of cascades are also investigated in the context of parameter estimation for modelling purposes.

scholarly journals Generalized Hurst Hypothesis: Description of Time-Series in Communication Systems

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 381
Author(s):  
Raoul Nigmatullin ◽  
Semyon Dorokhin ◽  
Alexander Ivchenko
Keyword(s):  
Time Series ◽  
Power Law ◽  
Communication Systems ◽  
Quantitative Description ◽  
Asymptotic Region ◽  
Specific Response ◽  
Power Law Exponent ◽  
Reduced Parameters ◽  
Long Time ◽  
The Given

In this paper, we focus on the generalization of the Hurst empirical law and suggest a set of reduced parameters for quantitative description of long-time series. These series are usually considered as a specific response of a complex system (economic, geophysical, electromagnetic and other systems), where successive fixations of external factors become impossible. We consider applying generalized Hurst laws to obtain a new set of reduced parameters in data associated with communication systems. We analyze three hypotheses. The first one contains one power-law exponent. The second one incorporates two power-law exponents, which are in many cases complex-conjugated. The third hypothesis has three power-law exponents, two of which are complex-conjugated as well. These hypotheses describe with acceptable accuracy (relative error does not exceed 2%) a wide set of trendless sequences (TLS) associated with radiometric measurements. Generalized Hurst laws operate with R/S curves not only in the asymptotic region, but in the entire domain. The fitting parameters can be used as the reduced parameters for the description of the given data. The paper demonstrates that this general approach can also be applied to other TLS.

MULTISCALE ENTROPY ANALYSIS OF TRAFFIC TIME SERIES

2013 ◽  
Vol 24 (02) ◽  
pp. 1350006 ◽  
Author(s):  
JING WANG ◽  
PENGJIAN SHANG ◽  
XIAOJUN ZHAO ◽  
JIANAN XIA
Keyword(s):  
Time Series ◽  
Coarse Grained ◽  
Multiscale Entropy ◽  
Permutation Entropy ◽  
Multiple Time Scales ◽  
Multiple Time ◽  
Entropy Analysis ◽  
Traffic Time Series ◽  
Real World Datasets ◽  
Physiologic Time Series

There has been considerable interest in quantifying the complexity of different time series, such as physiologic time series, traffic time series. However, these traditional approaches fail to account for the multiple time scales inherent in time series, which have yielded contradictory findings when applied to real-world datasets. Then multi-scale entropy analysis (MSE) is introduced to solve this problem which has been widely used for physiologic time series. In this paper, we first apply the MSE method to different correlated series and obtain an interesting relationship between complexity and Hurst exponent. A modified MSE method called multiscale permutation entropy analysis (MSPE) is then introduced, which replaces the sample entropy (SampEn) with permutation entropy (PE) when measuring entropy for coarse-grained series. We employ the traditional MSE method and MSPE method to investigate complexities of different traffic series, and obtain that the complexity of weekend traffic time series differs from that of the workday time series, which helps to classify the series when making predictions.

scholarly journals Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market

Entropy ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 352
Author(s):  
Janusz Miśkiewicz
Keyword(s):  
Time Series ◽  
Network Analysis ◽  
Exchange Rates ◽  
Power Law ◽  
Financial Crises ◽  
Classification Scheme ◽  
Significant Growth ◽  
Cross Correlations

Within the paper, the problem of globalisation during financial crises is analysed. The research is based on the Forex exchange rates. In the analysis, the power law classification scheme (PLCS) is used. The study shows that during crises cross-correlations increase resulting in significant growth of cliques, and also the ranks of nodes on the converging time series network are growing. This suggests that the crises expose the globalisation processes, which can be verified by the proposed analysis.

Regional variation of recession flow power-law exponent

2018 ◽  
Vol 32 (7) ◽  
pp. 866-872 ◽  
Author(s):  
Swagat Patnaik ◽  
Basudev Biswal ◽  
Dasika Nagesh Kumar ◽  
Bellie Sivakumar
Keyword(s):  
Power Law ◽  
Regional Variation ◽  
Power Law Exponent ◽  
Flow Power

scholarly journals Growth Rate Exponents of Richtmyer-Meshkov Mixing Layers

2005 ◽  
Vol 73 (3) ◽  
pp. 461-468 ◽  
Author(s):  
Timothy T. Clark ◽  
Ye Zhou
Keyword(s):  
Flow Field ◽  
Power Law ◽  
Mixing Layer ◽  
Power Laws ◽  
Mixing Layers ◽  
Spatial Gradients ◽  
Power Law Exponent ◽  
Virtual Time ◽  
Time Origin ◽  
Density Ratios

The Richtmyer-Meshkov mixing layer is initiated by the passing of a shock over an interface between fluid of differing densities. The energy deposited during the shock passage undergoes a relaxation process during which the fluctuational energy in the flow field decays and the spatial gradients of the flow field decrease in time. This late stage of Richtmyer-Meshkov mixing layers is studied from the viewpoint of self-similarity. Analogies with weakly anisotropic turbulence suggest that both the bubble-side and spike-side widths of the mixing layer should evolve as power-laws in time, with the same power-law exponent and virtual time origin for both sides. The analogy also bounds the power-law exponent between 2∕7 and 1∕2. It is then shown that the assumption of identical power-law exponents for bubbles and spikes yields fits that are in good agreement with experiment at modest density ratios.

scholarly journals Free Convective MHD Flow Past a Vertical Cone with Variable Heat and Mass Flux

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
J. Prakash ◽  
S. Gouse Mohiddin ◽  
S. Vijaya Kumar Varma
Keyword(s):  
Boundary Layer ◽  
Power Law ◽  
Mass Flux ◽  
Numerical Study ◽  
Convection Boundary Layer ◽  
Vertical Cone ◽  
Local Skin ◽  
Surface Mass ◽  
Flow Past ◽  
Power Law Exponent

A numerical study of buoyancy-driven unsteady natural convection boundary layer flow past a vertical cone embedded in a non-Darcian isotropic porous regime with transverse magnetic field applied normal to the surface is considered. The heat and mass flux at the surface of the cone is modeled as a power law according to qwx=xm and qw*(x)=xm, respectively, where x denotes the coordinate along the slant face of the cone. Both Darcian drag and Forchheimer quadratic porous impedance are incorporated into the two-dimensional viscous flow model. The transient boundary layer equations are then nondimensionalized and solved by the Crank-Nicolson implicit difference method. The velocity, temperature, and concentration fields have been studied for the effect of Grashof number, Darcy number, Forchheimer number, Prandtl number, surface heat flux power-law exponent (m), surface mass flux power-law exponent (n), Schmidt number, buoyancy ratio parameter, and semivertical angle of the cone. Present results for selected variables for the purely fluid regime are compared with the published results and are found to be in excellent agreement. The local skin friction, Nusselt number, and Sherwood number are also analyzed graphically. The study finds important applications in geophysical heat transfer, industrial manufacturing processes, and hybrid solar energy systems.

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