Asymmetrical singularities in real-world signals

Kyoko Ohashi, Luis A N Amaral, Benjamin H. Natelson, Yoshiharu Yamamoto

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

We generalize the wavelet transform modulus maxima approach in order to analyze positive and negative changes separately and show different singularity spectra depending on the direction of changes in (i) human heartbeat interval data during sympathetic blockade, (ii) time series of daytime human physical activity of healthy individuals (but not of patients with debilitating fatigue), and (iii) daily stock price records of the Nikkei 225 in the period 1990-2002--but not of the S&P 500. We conclude that the analysis of asymmetrical singularities provides deeper insights into the underlying complexity of real-world signals that can greatly enhance our understanding of the mechanisms determining the systems' dynamics.

Original languageEnglish (US)
Number of pages1
JournalPhysical review. E, Statistical, nonlinear, and soft matter physics
Volume68
Issue number6
StatePublished - Dec 1 2003

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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