Level Crossing Analysis of the Stock Markets

We investigate the average frequency of positive slope $\nu_{\alpha}^{+}$, crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly required. Using this method we define new quantity to quantify stage of development and activity of stocks exchange. We compare the Tehran and western stock markets and show that some stocks such as Tehran (TEPIX) and New Zealand (NZX) stocks exchange are emerge, and also TEPIX is a non-active market and financially motivated to absorb capital.Comment: 6 pages and 4 figure

Magnitude and Sign Correlations in Heartbeat Fluctuations

We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range correlations can exhibit different time organization for the magnitude and sign. We find that the magnitude series relates to the nonlinear properties of the original time series, while the sign series relates to the linear properties. We apply our approach to the heartbeat interval series and find that the magnitude series is long-range correlated, while the sign series is anticorrelated and that both magnitude and sign series may have clinical applications.Comment: 4 pages,late

Predicting the Detectability of Thin Gaseous Plumes in Hyperspectral Images Using Basis Vectors

This paper describes a new method for predicting the detectability of thin gaseous plumes in hyperspectral images. The novelty of this method is the use of basis vectors for each of the spectral channels of a collection instrument to calculate noise-equivalent concentration-pathlengths instead of matching scene pixels to absorbance spectra of gases in a library. This method provides insight into regions of the spectrum where gas detection will be relatively easier or harder, as influenced by ground emissivity, temperature contrast, and the atmosphere. Our results show that data collection planning could be influenced by information about when potential plumes are likely to be over background segments that are most conducive to detection

Quantitative analysis by renormalized entropy of invasive electroencephalograph recordings in focal epilepsy

Invasive electroencephalograph (EEG) recordings of ten patients suffering from focal epilepsy were analyzed using the method of renormalized entropy. Introduced as a complexity measure for the different regimes of a dynamical system, the feature was tested here for its spatio-temporal behavior in epileptic seizures. In all patients a decrease of renormalized entropy within the ictal phase of seizure was found. Furthermore, the strength of this decrease is monotonically related to the distance of the recording location to the focus. The results suggest that the method of renormalized entropy is a useful procedure for clinical applications like seizure detection and localization of epileptic foci.Comment: 10 pages, 5 figure

X-Point Effect on Plasma Blob Dynamics

Plasma blob dynamics on the high-field side in the proximity of a magnetic field null (X point) is investigated in TORPEX. A significant acceleration of the blobs towards the X point is observed. Close to the X point the blobs break apart. The E x B drifts associated with the blobs are measured, isolating the background drift component from the fluctuating contribution of the blob internal potential dipole. The time evolution of the latter is consistent with the fast blob dynamics. An analytical model based on charge conservation is derived for the potential dipole, including ion polarization, diamagnetic, and parallel currents. In the vicinity of the X point, a crucial role in determining the blob motion is played by the decrease of the poloidal magnetic field intensity. This variation increases the connection length that short circuits the potential dipole of the blob. Good quantitative agreement is found between the model and the experimental data in the initial accelerating phase of the blob dynamics

A Multifractal Analysis of Asian Foreign Exchange Markets

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series