Fractal Descriptors in the Fourier Domain Applied to Color Texture Analysis

The present work proposes the development of a novel method to provide descriptors for colored texture images. The method consists in two steps. In the first, we apply a linear transform in the color space of the image aiming at highlighting spatial structuring relations among the color of pixels. In a second moment, we apply a multiscale approach to the calculus of fractal dimension based on Fourier transform. From this multiscale operation, we extract the descriptors used to discriminate the texture represented in digital images. The accuracy of the method is verified in the classification of two color texture datasets, by comparing the performance of the proposed technique to other classical and state-of-the-art methods for color texture analysis. The results showed an advantage of almost 3% of the proposed technique over the second best approach.Comment: Chaos, Volume 21, Issue 4, 201

Levy distribution and long correlation times in supermarket sales

Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed. Most noise in sales is caused by promotions, but here we focus on the fluctuations in baseline sales. These characterise the dynamics of the market. Four hitherto unnoticed effects have been found that are difficult to explain from simple econometric models. These effects are: (1) the noise level in baseline sales is much higher than can be expected for uncorrelated sales events; (2) weekly baseline sales differences are distributed according to a broad non-Gaussian function with fat tails; (3) these fluctuations follow a Levy distribution of exponent alpha = 1.4, similar to financial exchange markets and in stock markets; and (4) this noise is correlated over a period of 10 to 11 weeks, or shows an apparent power law spectrum. The similarity to stock markets suggests that models developed to describe these markets may be applied to describe the collective behaviour of consumers.Comment: 19 pages, 7 figures, accepted for publication in Physica

The meta book and size-dependent properties of written language

Evidence is given for a systematic text-length dependence of the power-law index gamma of a single book. The estimated gamma values are consistent with a monotonic decrease from 2 to 1 with increasing length of a text. A direct connection to an extended Heap's law is explored. The infinite book limit is, as a consequence, proposed to be given by gamma = 1 instead of the value gamma=2 expected if the Zipf's law was ubiquitously applicable. In addition we explore the idea that the systematic text-length dependence can be described by a meta book concept, which is an abstract representation reflecting the word-frequency structure of a text. According to this concept the word-frequency distribution of a text, with a certain length written by a single author, has the same characteristics as a text of the same length pulled out from an imaginary complete infinite corpus written by the same author.Comment: 7 pages, 6 figures, 1 tabl

Are European equity markets efficient? New evidence from fractal analysis

We report an empirical analysis of long-range dependence in the returns of eight stock market indices, using the Rescaled Range Analysis (RRA) to estimate the Hurst exponent. Monte Carlo and bootstrap simulations are used to construct critical values for the null hypothesis of no long-range dependence. The issue of disentangling short-range and long-range dependence is examined. Pre-filtering by fitting a (short-range) autoregressive model eliminates part of the long-range dependence when the latter is present, while failure to pre-filter leaves open the possibility of conflating short-range and long-range dependence. There is a strong evidence of long-range dependence for the small central European Czech stock market index PX-glob, and a weaker evidence for two smaller western European stock market indices, MSE (Spain) and SWX (Switzerland). There is little or no evidence of long-range dependence for the other five indices, including those with the largest capitalizations among those considered, DJIA (US) and FTSE350 (UK). These results are generally consistent with prior expectations concerning the relative efficiency of the stock markets examined

Spontaneous symmetry breaking in amnestically induced persistence

We investigate a recently proposed non-Markovian random walk model characterized by loss of memories of the recent past and amnestically induced persistence. We report numerical and analytical results showing the complete phase diagram, consisting of 4 phases, for this system: (i) classical nonpersistence, (ii) classical persistence (iii) log-periodic nonpersistence and (iv) log-periodic persistence driven by negative feedback. The first two phases possess continuous scale invariance symmetry, however log-periodicity breaks this symmetry. Instead, log-periodic motion satisfies discrete scale invariance symmetry, with complex rather than real fractal dimensions. We find for log-periodic persistence evidence not only of statistical but also of geometric self-similarity.Comment: 4 pages, 2 color fig

Amnestically induced persistence in random walks

We study how the Hurst exponent $\alpha$ depends on the fraction $f$ of the total time $t$ remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to persistent behavior when inflicted with significant memory loss. Such memory losses induce the probability density function of the walker's position to undergo a transition from Gaussian to non-Gaussian. We interpret these findings of persistence in terms of a breakdown of self-regulation mechanisms and discuss their possible relevance to some of the burdensome behavioral and psychological symptoms of Alzheimer's disease and other dementias.Comment: 4 pages, 3 figs, subm. to Phys. Rev. Let

The rate of entropy increase at the edge of chaos

Under certain conditions, the rate of increase of the statistical entropy of a simple, fully chaotic, conservative system is known to be given by a single number, characteristic of this system, the Kolmogorov-Sinai entropy rate. This connection is here generalized to a simple dissipative system, the logistic map, and especially to the chaos threshold of the latter, the edge of chaos. It is found that, in the edge-of-chaos case, the usual Boltzmann-Gibbs-Shannon entropy is not appropriate. Instead, the non-extensive entropy $S_q\equiv \frac{1-\sum_{i=1}^W p_i^q}{q-1}$, must be used. The latter contains a parameter q, the entropic index which must be given a special value $q^*\ne 1$ (for q=1 one recovers the usual entropy) characteristic of the edge-of-chaos under consideration. The same q^* enters also in the description of the sensitivity to initial conditions, as well as in that of the multifractal spectrum of the attractor.Comment: 6 pages, Latex, 4 figures included, final version accepted for publication in Physics Letters

How a plantar pressure-based, tongue-placed tactile biofeedback modifies postural control mechanisms during quiet standing

The purpose of the present study was to determine the effects of a plantar pressure-based, tongue-placed tactile biofeedback on postural control mechanisms during quiet standing. To this aim, sixteen young healthy adults were asked to stand as immobile as possible with their eyes closed in two conditions of No-biofeedback and Biofeedback. Centre of foot pressure (CoP) displacements, recorded using a force platform, were used to compute the horizontal displacements of the vertical projection the centre of gravity (CoGh) and those of the difference between the CoP and the vertical projection of the CoG (CoP-CoGv). Altogether, the present findings suggest that the main way the plantar pressure-based, tongue-placed tactile biofeedback improves postural control during quiet standing is via both a reduction of the correction thresholds and an increased efficiency of the corrective mechanism involving the CoGh displacements

Identifying financial crises in real time

Following the thermodynamic formulation of multifractal measure that was shown to be capable of detecting large fluctuations at an early stage, here we propose a new index which permits us to distinguish events like financial crisis in real time . We calculate the partition function from where we obtain thermodynamic quantities analogous to free energy and specific heat. The index is defined as the normalized energy variation and it can be used to study the behavior of stochastic time series, such as financial market daily data. Famous financial market crashes - Black Thursday (1929), Black Monday (1987) and Subprime crisis (2008) - are identified with clear and robust results. The method is also applied to the market fluctuations of 2011. From these results it appears as if the apparent crisis of 2011 is of a different nature from the other three. We also show that the analysis has forecasting capabilities.Comment: 8 pages, 6 figure

The origin of power-law distributions in deterministic walks: the influence of landscape geometry

We investigate the properties of a deterministic walk, whose locomotion rule is always to travel to the nearest site. Initially the sites are randomly distributed in a closed rectangular ($A/L \times L)$ landscape and, once reached, they become unavailable for future visits. As expected, the walker step lengths present characteristic scales in one ($L \to 0$) and two ($A/L \sim L$) dimensions. However, we find scale invariance for an intermediate geometry, when the landscape is a thin strip-like region. This result is induced geometrically by a dynamical trapping mechanism, leading to a power law distribution for the step lengths. The relevance of our findings in broader contexts -- of both deterministic and random walks -- is also briefly discussed.Comment: 7 pages, 11 figures. To appear in Phys. Rev.