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Available online at www.sciencedirect.com Physica A 323 (2003) 1941
 

Summary: Available online at www.sciencedirect.com
Physica A 323 (2003) 19­41
www.elsevier.com/locate/physa
Magnitude and sign scaling in
power-law correlated time series
Yosef Ashkenazya;, Shlomo Havlinb, Plamen Ch. Ivanova;c,
Chung-K. Pengc, Verena Schulte-Frohlindea, H. Eugene Stanleya
aDepartment of Physics, Center for Polymer Studies, Boston University, Boston, MA 02215, USA
bDepartment of Physics, Gonda-Goldschmied Center, Bar-Ilan University, Ramat-Gan, Israel
cBeth Israel Deaconess Medical Center, Harvard Medical School, Boston, MA 02215, USA
Received 11 December 2002
Abstract
A time series can be decomposed into two sub-series: a magnitude series and a sign series.
Here we analyze separately the scaling properties of the magnitude series and the sign series using
the increment time series of cardiac interbeat intervals as an example. We ˙nd that time series
having identical distributions and long-range correlation properties can exhibit quite di erent
temporal organizations of the magnitude and sign sub-series. From the cases we study, it follows
that the long-range correlations in the magnitude series indicate nonlinear behavior. Speci˙cally,
our results suggest that the correlation exponent of the magnitude series is a monotonically
increasing function of the multifractal spectrum width of the original series. On the other hand,

  

Source: Ashkenazy, Yossi "Yosef" - Department of Solar Energy and Environmental Physics, Jacob Blaustein Institutes for Desert Research,Ben-Gurion University of the Negev
Harvard University, Margret & H. A. Rey Institute for Nonlinear Dynamics in Medicine
Stanley, H. Eugene - Department of Physics, Boston University

 

Collections: Biology and Medicine; Computer Technologies and Information Sciences; Environmental Management and Restoration Technologies; Materials Science; Physics