Statements in which the resource exists as a subject.
PredicateObject
rdf:type
lifeskim:mentions
pubmed:issue
2 Pt 2
pubmed:dateCreated
2005-10-3
pubmed:abstractText
Motivated by the fact that many empirical time series--including changes of heartbeat intervals, physical activity levels, intertrade times in finance, and river flux values--exhibit power-law anticorrelations in the variables and power-law correlations in their magnitudes, we propose a simple stochastic process that can account for both types of correlations. The process depends on only two parameters, where one controls the correlations in the variables and the other controls the correlations in their magnitudes. We apply the process to time series of heartbeat interval changes and air temperature changes and find that the statistical properties of the modeled time series are in agreement with those observed in the data.
pubmed:grant
pubmed:language
eng
pubmed:journal
pubmed:citationSubset
IM
pubmed:status
MEDLINE
pubmed:month
Aug
pubmed:issn
1539-3755
pubmed:author
pubmed:issnType
Print
pubmed:volume
72
pubmed:owner
NLM
pubmed:authorsComplete
Y
pubmed:pagination
026121
pubmed:dateRevised
2007-11-14
pubmed:meshHeading
pubmed:year
2005
pubmed:articleTitle
Fractionally integrated process with power-law correlations in variables and magnitudes.
pubmed:affiliation
Faculty of Civil Engineering, University of Rijeka, Rijeka, Croatia.
pubmed:publicationType
Journal Article, Research Support, U.S. Gov't, P.H.S., Research Support, Non-U.S. Gov't, Research Support, N.I.H., Extramural