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Titolo:
Generalized entropy and multifractality of time-series: relationship between order and intermittency
Autore:
Bickel, DR;
Indirizzi:
Med Coll Georgia, Off Biostat & Bioinformat, Augusta, GA 30912 USA Med Coll Georgia Augusta GA USA 30912 Bioinformat, Augusta, GA 30912 USA
Titolo Testata:
CHAOS SOLITONS & FRACTALS
fascicolo: 3, volume: 13, anno: 2002,
pagine: 491 - 497
SICI:
0960-0779(200203)13:3<491:GEAMOT>2.0.ZU;2-P
Fonte:
ISI
Lingua:
ENG
Soggetto:
COMPLEXITY; DNA;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Physical, Chemical & Earth Sciences
Citazioni:
12
Recensione:
Indirizzi per estratti:
Indirizzo: Bickel, DR Med Coll Georgia, Off Biostat & Bioinformat, 1120 15th St,AE-3031, Augusta, GA 30912 USA Med Coll Georgia 1120 15th St,AE-3031 Augusta GA USA 30912 USA
Citazione:
D.R. Bickel, "Generalized entropy and multifractality of time-series: relationship between order and intermittency", CHAOS SOL F, 13(3), 2002, pp. 491-497

Abstract

The intermittency of a time-series is its tendency to have large departures from its characteristic dynamics. The quantification of intermittency hasapplications to the study of physical, biological, and economic phenomena. Intermittency has been quantified by multifractality, the extent to which generalized Hurst exponents differ. As an alternative descriptor of intermittent processes, we present a nonextensive measure of order, based on the Tsallis entropy of a sequence of symbols corresponding to the time-series. Like multifractality, nonextensive order increases with intermittency. Nonextensive order has the advantage that it does not assume scaling in the time-series, whereas a scaling region has to be identified in order to estimatemultifractality. However, unlike multifractality, nonextensive order requires the selection of parameters used to generate subsequences of symbols from the time-series. Both nonextensive order and multifractality can distinguish time-series that have different levels of intermittency. In distinguishing simulated point processes of D = 0.1 from those of D = 0.5, nonextensive order and multifractality performed about equally well and nonextensive order performed better than its extensive counterpart. Multifractality more accurately distinguished processes with D = 0.5 from those of D = 0.9. Which statistic betterdescribes a time-series depends on the specific application. (C) 2001 Elsevier Science Ltd. All rights reserved.

ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 19/01/20 alle ore 20:45:10