arXiv subjects

Anna Carbone

Publications and source records attributed to Anna Carbone.

17 recordsLinked to original sources

arXiv2021

Atlas of Urban Scaling Laws

Highly accurate estimates of the urban fractal dimension $D_f$ are obtained by implementing the Detrended Moving Average algorithm (DMA) on WorldView2 satellite high-resolution multi-spectral images covering the largest European cities. Higher fractal dimensions are systematically obtained for urban sectors (centrally located areas) than for suburban and peripheral areas, with $Df$ values ranging from $1.65$ to $1.90$ respectively.The exponents $\beta_s$ and $\beta_i$ of the scaling law $N^{\beta}$ with $N$ the population size, respectively for socio-economic and infrastructural variables, are evaluated for different urban and suburban sectors in terms of the fractal dimension $D_f$.Results confirm the range of empirical values reported in the literature. Urban scaling laws have been traditionally derived as if cities were zero-dimensional objects with the relevant feature related to a single homogeneous population value, thus neglecting the microscopic heterogeneity of the urban structure. Our findings allow one to go beyond this limit. High sensitive and repeatable satellite records yield robust local estimates of the Hurst and scaling exponents. Furthermore, the approach allows one to discriminate among different scaling theories, shedding light on the open issue of scaling phenomena, reconciling contradictory scientific perspectives and pave paths to the systematic adoption of the complex system science approach to urban landscape analysis.

physics.soc-ph↗

arXiv2021

Non-binary Snow Index for Multi-Component Surfaces

A Non-Binary Snow Index for Multi-Component Surfaces (NBSI-MS) is proposed to map snow/ice cover. The NBSI-MS is based on the spectral characteristics of different Land Cover Types (LCTs) such as snow, water, vegetation, bare land, impervious, and shadow surfaces. This index can increase the separability between NBSI-MS values corresponding to snow from other LCTs and accurately delineate the snow/ice cover in non-binary maps. To test the robustness of the NBSI-MS, Greenland and France-Italy regions were examined where snow interacts with highly diversified geographical ecosystem. Data recorded by Landsat 5 TM, Landsat 8 OLI, and Sentinel-2A MSI satellites have been used. The NBSI-MS performance was also compared against the well-known NDSI, NDSII-1, S3, and SWI methods and evaluated based on Ground Reference Test Pixels (GRTPs) over non-binarized results. The results show that the NBSI-MS achieves overall accuracy (OA) ranging from 0.99 to 1 with kappa coefficient values in the same range as OA. The precision assessment confirms the performance superiority of the proposed NBSI-MS method for removing water and shadow surfaces over the compared relevant indices.

physics.ao-ph↗

arXiv2020

Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach

A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving average cluster entropy}. An extensive analysis has evidenced market and horizon dependence of the \textit{moving average cluster entropy} in real world financial assets. The origin of the behavior is scrutinized by applying the \textit{moving average cluster entropy} approach to long-range correlated stochastic processes as the Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Fractional Brownian motion (FBM). To that end, an extensive set of series is generated with a broad range of values of the Hurst exponent $H$ and of the autoregressive, differencing and moving average parameters $p,d,q$. A systematic relation between \textit{moving average cluster entropy}, \textit{Market Dynamic Index} and long-range correlation parameters $H$, $d$ is observed. This study shows that the characteristic behaviour exhibited by the horizon dependence of the cluster entropy is related to long-range positive correlation in financial markets. Specifically, long range positively correlated ARFIMA processes with differencing parameter $ d\simeq 0.05$, $d\simeq 0.15$ and $ d\simeq 0.25$ are consistent with \textit{moving average cluster entropy} results obtained in time series of DJIA, S\&P500 and NASDAQ.

q-fin.ST↗

arXiv2017

Information measure for financial time series: quantifying short-term market heterogeneity

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked according to their size to form a probability distribution function and finally fed in the expression of the Shannon entropy. In this work, such entropy measure is implemented on the time series of prices and volatilities of six financial markets. The analysis has been performed, on tick-by-tick data sampled every minute for six years of data from 1999 to 2004, for a broad range of moving average windows and volatility horizons. The study shows that the entropy of the volatility series depends on the individual market, while the entropy of the price series is practically a market-invariant for the six markets. Finally, a cumulative information measure - the `Market Heterogeneity Index'- is derived from the integral of the proposed entropy measure. The values of the Market Heterogeneity Index are discussed as possible tools for optimal portfolio construction and compared with those obtained by using the Sharpe ratio a traditional risk diversity measure.

q-fin.ST↗

arXiv2016

Detrending Moving Average Algorithm: Frequency Response and Scaling Performances

The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional sequences or high-dimensional arrays) either over time or space. In this paper, mainly based on analytical arguments, the scaling performances of the centered DMA, including higher-order ones, are investigated by means of a continuous time approximation and a frequency response approach. Our results are also confirmed by numerical tests. The study is carried out for higher-order DMA operating with moving average polynomials of different degree. In particular, detrending power degree, frequency response, asymptotic scaling, upper limit of the detectable scaling exponent and finite scale range behavior will be discussed.

physics.data-an↗

arXiv2013

Information Measures for Long-Range Correlated Sequences: the Case of the 24 Human Chromosome Sequences

A new approach to estimate the Shannon entropy of a long-range correlated sequence is proposed. The entropy is written as the sum of two terms corresponding respectively to power-law (\emph{ordered}) and exponentially (\emph{disordered}) distributed blocks (clusters). The approach is illustrated on the 24 human chromosome sequences by taking the nucleotide composition as the relevant information to be encoded/decoded. Interestingly, the nucleotide composition of the \emph{ordered} clusters is found, on the average, comparable to the one of the whole analyzed sequence, while that of the \emph{disordered} clusters fluctuates. From the information theory standpoint, this means that the power-law correlated clusters carry the same information of the whole analysed sequence. Furthermore, the fluctuations of the nucleotide composition of the disordered clusters are linked to relevant biological properties, such as segmental duplications and gene density.

q-bio.GN↗

arXiv2013

Superconducting-insulator transition in disordered Josephson junctions networks

The superconducting-insulator transition is simulated in disordered networks of Josephson junctions with thermally activated Arrhenius-like resistive shunt. By solving the conductance matrix of the network, the transition is reproduced in different experimental conditions by tuning thickness, charge density and disorder degree. In particular, on increasing fluctuations of the parameters entering the Josephson coupling and the Coulomb energy of the junctions, the transition occurs for decreasing values of the critical temperature Tc and increasing values of the activation temperature To. The results of the simulation compare well with recent experiments where the mesoscopic fluctuations of the phase have been suggested as the mechanism underlying the phenomenon of emergent granularity in otherwise homogeneous films. The proposed approach is compared with the results obtained on TiN films and nanopatterned arrays of weak-links, where the superconductor-insulator transition is directly stimulated.

cond-mat.supr-con↗

arXiv2013

The FuturICT Education Accelerator

Education is a major force for economic and social wellbeing. Despite high aspirations, education at all levels can be expensive and ineffective. Three Grand Challenges are identified: (1) enable people to learn orders of magnitude more effectively, (2) enable people to learn at orders of magnitude less cost, and (3) demonstrate success by exemplary interdisciplinary education in complex systems science. A ten year `man-on-the-moon' project is proposed in which FuturICT's unique combination of Complexity, Social and Computing Sciences could provide an urgently needed transdisciplinary language for making sense of educational systems. In close dialogue with educational theory and practice, and grounded in the emerging data science and learning analytics paradigms, this will translate into practical tools (both analytical and computational) for researchers, practitioners and leaders; generative principles for resilient educational ecosystems; and innovation for radically scalable, yet personalised, learner engagement and assessment. The proposed {\em Education Accelerator} will serve as a `wind tunnel' for testing these ideas in the context of real educational programmes, with an international virtual campus delivering complex systems education exploiting the new understanding of complex, social, computationally enhanced organisational structure developed within FuturICT.

physics.ed-ph↗

arXiv2013

Complexity Aided Design: the FuturICT Technological Innovation Paradigm

"In the next century, planet earth will don an electronic skin. It will use the Internet as a scaffold to support and transmit its sensations. This skin is already being stitched together. It consists of millions of embedded electronic measuring devices: thermostats, pressure gauges, pollution detectors, cameras, microphones, glucose sensors, EKGs, electroencephalographs. These will probe and monitor cities and endangered species, the atmosphere, our ships, highways and fleets of trucks, our conversations, our bodies--even our dreams ....What will the earth's new skin permit us to feel? How will we use its surges of sensation? For several years--maybe for a decade--there will be no central nervous system to manage this vast signaling network. Certainly there will be no central intelligence...some qualities of self-awareness will emerge once the Net is sensually enhanced. Sensuality is only one force pushing the Net toward intelligence". These statements are quoted by an interview by Cherry Murray, Dean of the Harvard School of Engineering and Applied Sciences and Professor of Physics. It is interesting to outline the timeliness and highly predicting power of these statements. In particular, we would like to point to the relevance of the question "What will the earth's new skin permit us to feel?" to the work we are going to discuss in this paper. There are many additional compelling questions, as for example: "How can the electronic earth's skin be made more resilient?"; "How can the earth's electronic skin be improved to better satisfy the need of our society?";"What can the science of complex systems contribute to this endeavour?"

physics.soc-ph↗

arXiv2013

The Emerging Energy Web

There is a general need of elaborating energy-effective solutions for managing our increasingly dense interconnected world. The problem should be tackled in multiple dimensions -technology, society, economics, law, regulations, and politics- at different temporal and spatial scales. Holistic approaches will enable technological solutions to be supported by socio-economic motivations, adequate incentive regulation to foster investment in green infrastructures coherently integrated with adequate energy provisioning schemes. In this article, an attempt is made to describe such multidisciplinary challenges with a coherent set of solutions to be identified to significantly impact the way our interconnected energy world is designed and operated.

physics.soc-ph↗

arXiv2010

Snow metamorphism: a fractal approach

Snow is a porous disordered medium consisting of air and three water phases: ice, vapour and liquid. The ice phase consists of an assemblage of grains, ice matrix, initially arranged over a random load bearing skeleton. The quantitative relationship between density and morphological characteristics of different snow microstructures is still an open issue. In this work, a three-dimensional fractal description of density corresponding to different snow microstructure is put forward. First, snow density is simulated in terms of a generalized Menger sponge model. Then, a fully three-dimensional compact stochastic fractal model is adopted. The latter approach yields a quantitative map of the randomness of the snow texture, which is described as a three-dimensional fractional Brownian field with the Hurst exponent H varying as continuous parameter. The Hurst exponent is found to be strongly dependent on snow morphology and density. The approach might be applied to all those cases where the morphological evolution of snow cover or ice sheets should be conveniently described at a quantitative level.

cond-mat.stat-mech↗

arXiv2010

Trapping-detrapping fluctuations in organic space-charge layers

A trapping-detrapping model is proposed for explaining the current fluctuation behavior in organic semiconductors (polyacenes) operating under current-injection conditions. The fraction of ionized traps obtained from the current-voltage characteristics, is related to the relative current noise spectral density at the trap-filling transition. The agreement between theory and experiments validates the model and provides an estimate of the concentration and energy level of deep traps.

cond-mat.mtrl-sci↗

arXiv2009

Fractal Heterogeneous Media

A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous parameter, as opposed to lacunar deterministic fractals, such as the Menger sponge. By employing the Detrending Moving Average algorithm [Phys. Rev. E 76, 056703 (2007)], the Hurst exponent of the generated structure can be subsequently checked. The fractality of such a structure is referred to a property defined over a three dimensional topology rather than to the topology itself. Consequently, in this framework, the Hurst exponent should be intended as an estimator of compactness rather than of roughness. Applications can be envisaged for simulating and quantifying complex systems characterized by self-similar heterogeneity across space. For example, exploitation areas range from the design and control of multifunctional self-assembled artificial nano and micro structures, to the analysis and modelling of complex pattern formation in biology, environmental sciences, geomorphological sciences, etc.

cond-mat.stat-mech↗

arXiv2009

Cross-correlation of long-range correlated series

A method for estimating the cross-correlation $C_{xy}(τ)$ of long-range correlated series $x(t)$ and $y(t)$, at varying lags $τ$ and scales $n$, is proposed. For fractional Brownian motions with Hurst exponents $H_1$ and $H_2$, the asymptotic expression of $C_{xy}(τ)$ depends only on the lag $τ$ (wide-sense stationarity) and scales as a power of $n$ with exponent ${H_1+H_2}$ for $τ\to 0$. The method is illustrated on (i) financial series, to show the leverage effect; (ii) genomic sequences, to estimate the correlations between structural parameters along the chromosomes.

q-fin.ST↗

arXiv2007

Algorithm to estimate the Hurst exponent of high-dimensional fractals

We propose an algorithm to estimate the Hurst exponent of high-dimensional fractals, based on a generalized high-dimensional variance around a moving average low-pass filter. As working examples, we consider rough surfaces generated by the Random Midpoint Displacement and by the Cholesky-Levinson Factorization algorithms. The surrogate surfaces have Hurst exponents ranging from 0.1 to 0.9 with step 0.1, and different sizes. The computational efficiency and the accuracy of the algorithm are also discussed.

cond-mat.stat-mech↗

arXiv2006

Detrending Moving Average variance: a derivation of the scaling law

The Hurst exponent $H$ of long range correlated series can be estimated by means of the Detrending Moving Average (DMA) method. A computational tool defined within the algorithm is the generalized variance $ σ_{DMA}^2={1}/{(N-n)}\sum_i [y(i)-\widetilde{y}_n(i)]^2\:$, with $\widetilde{y}_n(i)= {1}/{n}\sum_{k}y(i-k)$ the moving average, $n$ the moving average window and $N$ the dimension of the stochastic series $y(i)$. This ability relies on the property of $σ_{DMA}^2$ to scale as $n^{2H}$. Here, we analytically show that $σ_{DMA}^2$ is equivalent to $C_H n^{2H}$ for $n\gg 1$ and provide an explicit expression for $C_H$.

physics.data-an↗

arXiv2003

Scaling Properties of Long-Range Correlated Noisy Signals

The Hurst coefficient $H$ of a stochastic fractal signal is estimated using the function $σ_{MA}^2=\frac{1}{N_{max}-n}\sum_{i=n}^{N_{max}} [y(i)-\widetilde{y}_n(i)]^2$, where $\widetilde{y}_n(i)$ is defined as $1/n \sum_{k=0}^{n-1} y(i-k)$, $n$ is the dimension of moving average box and $N_{max}$ is the dimension of the stochastic series. The ability to capture scaling properties by $σ_{MA}^2$ can be understood by observing that the function $C_n(i)= y(i)-\widetilde{y}_n(i)$ generates a sequence of random clusters having power-law probability distribution of the amplitude and of the lifetime, with exponents equal to the fractal dimension $D$ of the stochastic series.

cond-mat.stat-mech↗