Naslov
Fractionally integrated process with power-law correlations in variables and magnitudes

Autori
Podobnik, Boris ; Ivanov, Plamen Ch. ; Biljakovic, Katica ; Horvatić, Davor ; Stanley, H. Eugene ; Grosse, Ivo

Izvornik
Physical review. E, Statistical, nonlinear, and soft matter physics (1539-3755) 72 (2005), 2; 026121, 7

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
stohasic process ; correlation ; heartbeat ; weather data

Sažetak
We propose a new stochastic process, de ned by only two parameters, 1 and 2 , which generates power-law correlations or anticorrelations in the variable increments, and power-law correlations in their magnitudes to account for empirical observations in a range of physical systems. To demonstrate the utility of our process, we consider the case with power-law anticorrelations in the variable increments and power-law correlations in their magnitudes to model scaling properties in heartbeat data. The parameters 1 and 2 control separately the correlations in the increments and their magnitudes, and we nd linear relations between each parameter and the corresponding correlation exponent.

Izvorni jezik
Engleski

Znanstvena područja
Fizika

POVEZANOST RADA