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C. -K. Peng

Publications and source records attributed to C. -K. Peng.

2 recordsLinked to original sources

Decomposition of Heartbeat Time Series: Scaling Analysis of the Sign Sequence

The cardiac interbeat (RR) increment time series can be decomposed into two sub-sequences: a magnitude series and a sign series. We show that the sign sequence, a simple binary representation of the original RR series, retains fundamental scaling properties of the original series, is robust with respect to outliers, and may provide useful information about neuroautonomic control mechanisms.

cond-mat.stat-mech

Volatility distribution in the S&P500 Stock Index

We study the volatility of the S&P500 stock index from 1984 to 1996 and find that the volatility distribution can be very well described by a log-normal function. Further, using detrended fluctuation analysis we show that the volatility is power-law correlated with Hurst exponent $α\cong0.9$.

cond-mat.stat-mech