Luís A. Nunes Amaral
co-Director, Northwestern Institute on Complex Systems
Professor of Chemical & Biological Engineering
Professor of Physics & Astronomy (by courtesy)
Professor of Medicine (by courtesy)
Chemical & Biological Engineering
2145 Sheridan Road (Room E136)
Evanston, IL 60208, US
Phone:
(847) 491-7850
Asymmetrical singularities in real-world signals
Physical Review E 68, 065204 (2003)
Times cited: 33
Abstract
We generalize the wavelet transform modulus maxima approach in order to analyze positive and negative changes separately and show different singularity spectra depending on the direction of changes in (i) human heartbeat interval data during sympathetic blockade, (ii) time series of daytime human physical activity of healthy individuals (but not of patients with debilitating fatigue), and (iii) daily stock price records of the Nikkei 225 in the period 1990-2002-but not of the S&P 500. We conclude that the analysis of asymmetrical singularities provides deeper insights into the underlying complexity of real-world signals that can greatly enhance our understanding of the mechanisms determining the systems' dynamics.