1,653 research outputs found

    Hurst Exponents For Short Time Series

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    A new concept, called balanced estimator of diffusion entropy, is proposed to detect scalings in short time series. The effectiveness of the method is verified by means of a large number of artificial fractional Brownian motions. It is used also to detect scaling properties and structural breaks in stock price series of Shanghai Stock market.Comment: 6 pages, 4 figure

    Synchronizabilities of Networks: A New index

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    The random matrix theory is used to bridge the network structures and the dynamical processes defined on them. We propose a possible dynamical mechanism for the enhancement effect of network structures on synchronization processes, based upon which a dynamic-based index of the synchronizability is introduced in the present paper.Comment: 4pages, 2figure
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