Scaling invariance embedded in very short time series: A factorial moment based diffusion entropy approach

doi:10.1016/j.cjph.2017.10.002

	Scaling invariance embedded in very short time series: A factorial moment based diffusion entropy approach
	Yang, Yue 1; Qiu, Lu 2; Yang, Tianguang 3; Hou, Liying 1,4; Gu, Changgui 1; Yang, Huijie 1
	2017-12
发表期刊	CHINESE JOURNAL OF PHYSICS
ISSN	0577-9073
卷号	55 期号:6 页码:2325-2335
摘要	How to evaluate scaling behaviors in very short time series is still an open problem, in which the mechanism-dependence and the bias of estimation of a statistical quantity become critical. We propose a new method called factorial moment based diffusion entropy (FMDE). A theoretical derivation and extensive calculations show that it can give us a high-confident and unbiased evaluation of scaling exponent from a time series with a length of similar to 10(2). It provides a reliable method to monitor evolutionary behaviors of complex systems. As an illustration, it is used to monitor the fractal gait rhythm for a volunteer in six stride trials. We find rich patterns in its physiological state.
关键词	Factorial moment based diffusion entropy DETRENDED FLUCTUATION ANALYSIS Scaling invariance LONG-RANGE CORRELATIONS Very short time series STRIDE-INTERVAL FRACTAL DYNAMICS MULTIFRACTAL FORMALISM BIOLOGICAL-SYSTEMS HUMAN HEARTBEAT DNA-SEQUENCES COMPLEXITY SIGNALS
DOI	10.1016/j.cjph.2017.10.002
收录类别	SCIE
语种	英语
WOS研究方向	Physics
WOS类目	Physics, Multidisciplinary
WOS记录号	WOS:000417153600018
出版者	ELSEVIER SCIENCE BV
原始文献类型	Article
引用统计	被引频次：10[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.library.ouchn.edu.cn/handle/39V7QQFX/168379
专题	国家开放大学上海分部
通讯作者	Yang, Huijie
作者单位	1.Univ Shanghai Sci & Technol, Sch Business, Shanghai 200093, Peoples R China; 2.Shanghai Normal Univ, Sch Finance & Business, Shanghai 200234, Peoples R China; 3.Nankai Univ, Sch Math Sci, Dept Stat, Tianjin 300071, Peoples R China; 4.Shanghai Open Univ, Sch Sci, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Yang, Yue,Qiu, Lu,Yang, Tianguang,et al. Scaling invariance embedded in very short time series: A factorial moment based diffusion entropy approach[J]. CHINESE JOURNAL OF PHYSICS,2017,55(6):2325-2335.
APA	Yang, Yue,Qiu, Lu,Yang, Tianguang,Hou, Liying,Gu, Changgui,&Yang, Huijie.(2017).Scaling invariance embedded in very short time series: A factorial moment based diffusion entropy approach.CHINESE JOURNAL OF PHYSICS,55(6),2325-2335.
MLA	Yang, Yue,et al."Scaling invariance embedded in very short time series: A factorial moment based diffusion entropy approach".CHINESE JOURNAL OF PHYSICS 55.6(2017):2325-2335.