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Antipersistent binary time series

Richard Metzler
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Abstract

Completely antipersistent binary time series are sequences in which every time that an $N$-bit string $μ$ appears, the sequence is continued with a different bit than at the last occurrence of $μ$. This dynamics is phrased in terms of a walk on a DeBruijn graph, and properties of transients and cycles are studied. The predictability of the generated time series for an observer who sees a longer or shorter time window is investigated also for sequences that are not completely antipersistent.

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Richard Metzler. 2001-09-13. Antipersistent binary time series. https://doi.org/10.1088/0305-4470%2F35%2F3%2F316

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