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Ordinal language of antipersistent binary walks.

Authors :
Olivares, Felipe
Source :
Physics Letters A. Dec2024, Vol. 527, pN.PAG-N.PAG. 1p.
Publication Year :
2024

Abstract

This paper explores the effectiveness of using ordinal pattern probabilities to evaluate antipersistency in the sign decomposition of long-range anti-correlated Gaussian fluctuations. It is numerically shown that ordinal patterns are able to effectively measure both persistent and antipersistent dynamics by analyzing the sign decomposition derived from fractional Gaussian noise. These findings are crucial given that traditional methods such as Detrended Fluctuation Analysis are unsuccessful in detecting anti-correlations in such sequences. The numerical results are supported by physiological and environmental data, illustrating its applicability in real-world situations. • Ordinal patterns can successfully quantify antipersistency in binary sequences. • Sign decomposition of fractional Gaussian noise is considered as a numerical test. • Performance of the present approach in real world applications is also evidenced. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03759601
Volume :
527
Database :
Academic Search Index
Journal :
Physics Letters A
Publication Type :
Academic Journal
Accession number :
181059700
Full Text :
https://doi.org/10.1016/j.physleta.2024.130017