An entropic approach to the analysis of time series.

An entropic approach to the analysis of time series.

Date: December 2001
Creator: Scafetta, Nicola
Description: Statistical analysis of time series. With compelling arguments we show that the Diffusion Entropy Analysis (DEA) is the only method of the literature of the Science of Complexity that correctly determines the scaling hidden within a time series reflecting a Complex Process. The time series is thought of as a source of fluctuations, and the DEA is based on the Shannon entropy of the diffusion process generated by these fluctuations. All traditional methods of scaling analysis, instead, are based on the variance of this diffusion process. The variance methods detect the real scaling only if the Gaussian assumption holds true. We call H the scaling exponent detected by the variance methods and d the real scaling exponent. If the time series is characterized by Fractional Brownian Motion, we have H¹d and the scaling can be safely determined, in this case, by using the variance methods. If, on the contrary, the time series is characterized, for example, by Lévy statistics, H ¹ d and the variance methods cannot be used to detect the true scaling. Lévy walk yields the relation d=1/(3-2H). In the case of Lévy flights, the variance diverges and the exponent H cannot be determined, whereas the scaling d ...
Contributing Partner: UNT Libraries
Scaling Detection in Time Series: Diffusion Entropy Analysis

Scaling Detection in Time Series: Diffusion Entropy Analysis

Date: September 25, 2002
Creator: Scafetta, Nicola & Grigolini, Paolo
Description: Article discussing a method of statistical analysis based on the Shannon entropy of the diffusion process generated by the time series, called diffusion entropy analysis (DEA).
Contributing Partner: UNT College of Arts and Sciences
Lévy Scaling: The Diffusion Entropy Analysis Applied to DNA Sequences

Lévy Scaling: The Diffusion Entropy Analysis Applied to DNA Sequences

Date: September 20, 2002
Creator: Scafetta, Nicola; Latora, Vito & Grigolini, Paolo
Description: Article on Lévy scaling and the diffusion entropy analysis applied to DNA sequences. The authors address the problem of the statistical analysis of a time series generated by complex dynamics with the diffusion entropy analysis.
Contributing Partner: UNT College of Arts and Sciences
Diffusion Entropy and Waiting Time Statistics of Hard-X-Ray Solar Flares

Diffusion Entropy and Waiting Time Statistics of Hard-X-Ray Solar Flares

Date: March 25, 2002
Creator: Grigolini, Paolo; Leddon, Deborah & Scafetta, Nicola
Description: Article on diffusion entropy and waiting time statistics of hard-x-ray solar flares.
Contributing Partner: UNT College of Arts and Sciences
Non-extensive diffusion entropy analysis: non-stationarity in teen birth phenomena

Non-extensive diffusion entropy analysis: non-stationarity in teen birth phenomena

Date: February 6, 2008
Creator: Scafetta, Nicola; Grigolini, Paolo; Hamilton, P. & West, Bruce J.
Description: Paper discussing non-extensive diffusion entropy analysis and non-stationarity in teen birth phenomena.
Contributing Partner: UNT College of Arts and Sciences
Statistical analysis of air and sea temperature anomalies

Statistical analysis of air and sea temperature anomalies

Date: March 11, 2013
Creator: Scafetta, Nicola; Imholt, Timothy; Grigolini, Paolo & Roberts, James A.
Description: Paper discussing the statistical analysis of air and sea temperature anomalies.
Contributing Partner: UNT College of Arts and Sciences
Solar Turbulence in Earth's Global and Regional Temperature Anomalies

Solar Turbulence in Earth's Global and Regional Temperature Anomalies

Date: February 26, 2004
Creator: Scafetta, Nicola; Grigolini, Paolo; Imholt, Timothy; Roberts, James A. & West, Bruce J.
Description: This article presents a study of the influence of solar activity on the earth's temperature. In particular, the authors focus on the repercussion of the fluctuations of the solar irradiance on the temperature of the Northern and Southern hemispheres as well as on land and ocean regions.
Contributing Partner: UNT College of Arts and Sciences
Compression and Diffusion: A Joint Approach to Detect Complexity

Compression and Diffusion: A Joint Approach to Detect Complexity

Date: February 2003
Creator: Allegrini, Paolo; Benci, V. (Vieri); Grigolini, Paolo; Hamilton, P.; Ignaccolo, Massimiliano; Menconi, Giulia et al.
Description: Article discussing a joint approach to detect complexity by combining the Compression Algorithm Sensitive To Regularity (CASToRe) and Complex Analysis of Sequences via Scaling AND Randomness Assessment (CASSANDRA) procedures.
Contributing Partner: UNT College of Arts and Sciences