1,653 research outputs found
Hurst Exponents For Short Time Series
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
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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