arXiv subjects

M. Ignaccolo

Publications and source records attributed to M. Ignaccolo.

14 recordsLinked to original sources

arXiv2010

Probability flux as a method for detecting scaling

We introduce a new method for detecting scaling in time series. The method uses the properties of the probability flux for stochastic self-affine processes and is called the probability flux analysis (PFA). The advantages of this method are: 1) it is independent of the finiteness of the moments of the self-affine process; 2) it does not require a binning procedure for numerical evaluation of the the probability density function. These properties make the method particularly efficient for heavy tailed distributions in which the variance is not finite, for example, in Levy alpha-stable processes. This utility is established using a comparison with the diffusion entropy (DE) method.

physics.data-an↗

arXiv2010

The Failure of the Ergodic Assumption

The well established procedure of constructing phenomenological ensemble from a single long time series is investigated. It is determined that a time series generated by a simple Uhlenbeck-Ornstein Langevin equation is mean ergodic. However the probability ensemble average yields a variance that is different from that determined using the phenomenological ensemble (time average). We conclude that the latter ensemble is often neither stationary nor ergodic and consequently the probability ensemble averages can misrepresent the underlying dynamic process.

physics.data-an↗

arXiv2009

The Dynamics of EEG Entropy

physics.data-an↗

arXiv2009

Dynamics of EEG Entropy: beyond signal plus noise

EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a phenomenological Langevin equation interpreted within a neural network context. Detrended fluctuation analysis of the EEG data is compared with diffusion entropy analysis and is found to suppress certain important properties of the EEG time series.

physics.data-an↗

arXiv2007

Universality of the rainfall phenomenon

We show that the universal properties of the rainfall phenomenon are the scaling properties of the probability density function of inter-drop intervals during quiescent periods, time intervals of sparse precipitation, and the universal shape of the probability density function of drop diameters during non-quiescent periods, time intervals of active precipitation. Our results indicate that the continuous flux-like vision of rainfall based on quantities such as the rain duration, rain intensity and drought duration is ineffective in detecting the universality of the phenomenon. A comprehensive understanding of rainfall behavior must rest on the acknowledgment of its discrete drop-like nature.

physics.ao-ph↗

arXiv2006

Renewal and memory properties in the random growth of surfaces

We use the model of ballistic deposition as a simple way to establish cooperation among the columns of a growing surface, \emph{the single individual of the same society}. We show that cooperation generates memory properties and at same time non-Poisson renewal events. The variable generating memory can be regarded as the velocity of a particle driven by a bath with the same time scale, and the variable generating renewal processes is the corresponding diffusional coordinate.

cond-mat.stat-mech↗

arXiv2005

Automated Chirp Detection with Diffusion Entropy: Application to Infrasound from Sprites

We study the performance of three different methods to automatically detect a chirp in background noise. (1) The standard deviation detector uses the computation of the signal to noise ratio. (2) The spectral covariance detector is based on the recognition of the chirp in the spectrogram. (3) The CASSANDRA detector uses diffusion entropy analysis to detect periodic patterns in noise. All three detectors are applied to an infrasound recording for detecting chirps produced by sprites. The CASSANDRA detector provides the best trade off between the false alarm rate and the detection efficiency.

physics.data-an↗

arXiv2004

The random growth of interfaces as a subordinated process

We study the random growth of surfaces from within the perspective of a single column, namely, the fluctuation of the column height around the mean value, y(t)= h(t)-< h(t)>, which is depicted as being subordinated to a standard fluctuation-dissipation process with friction gamma. We argue that the main properties of Kardar-Parisi-Zhang theory, in one dimension, are derived by identifying the distribution of return times to y(0) = 0, which is a truncated inverse power law, with the distribution of subordination times. The agreement of the theoretical prediction with the numerical treatment of the 1 + 1 dimensional model of ballistic deposition is remarkably good, in spite of the finite size effects affecting this model.

nlin.AO↗

arXiv2003

Stromatolites: why do we care?

We apply the method of Diffusion Entropy (DE) to the study of stromatolites by means of a two-dimensional procedure that makes it possible for us to compare the DE analysis to the results of a compression method. As done with the compression method, we analyze two pairs of samples, one biotic and the other a-biotic. Each pair consists of a target, the putative stromatolite sample, and of its surrounding matrix. We use two different procedures, referring to single colors and to a color combination, respectively. We apply the DE method to both procedures and we find the same result, this being that the scaling index of the time series stemming from the biotic target yields a scaling index larger than the scaling indices of the other three curves. We argue that the DE analysis confirms the results of the compression method.

cond-mat.stat-mech↗

arXiv2003

Towards the timely detection of toxicants

We address the problem of enhancing the sensitivity of biosensors to the influence of toxicants, with an entropy method of analysis, denoted as CASSANDRA, recently invented for the specific purpose of studying non-stationary time series. We study the specific case where the toxicant is tetrodotoxin. This is a very poisonous substance that yields an abrupt drop of the rate of spike production at t approximatively 170 minutes when the concentration of toxicant is 4 nanomoles. The CASSANDRA algorithm reveals the influence of toxicants thirty minutes prior to the drop in rate at a concentration of toxicant equal to 2 nanomoles. We argue that the success of this method of analysis rests on the adoption of a new perspective of complexity, interpreted as a condition intermediate between the dynamic and the thermodynamic state.

cond-mat.stat-mech↗

arXiv2003

Scaling in Non-stationary Time Series II: Teen Birth Phenomenon

This paper is devoted to the problem of statistical mechanics raised by the analysis of an issue of sociological interest: the teen birth phenomenon. It is expected that these data are characterized by correlated fluctuations, reflecting the cooperative properties of the process. However, the assessment of the anomalous scaling generated by these correlations is made difficult, and ambiguous as well, by the non-stationary nature of the data that show a clear dependence on seasonal periodicity (periodic component) and an average changing slowly in time (slow component), as well. We use the detrending techniques described in the companion paper \cite{paper1}, to safely remove all the biases and to derive the genuine scaling of the teen birth phenomenon.

physics.data-an↗

arXiv2003

Scaling in Non-stationary time series I

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of analysis resting on the stationary assumption can produce a wrong information on the scaling, and so on the complexity of the process under study. Herein, we test and compare two techniques for removing the non-stationary influences from computer generated time series, consisting of the superposition of a slow signal and a random fluctuation. The former is based on the method of wavelet decomposition, and the latter is a proposal of this paper, denoted by us as step detrending technique. We focus our attention on two cases, when the slow signal is a periodic function mimicking the influence of seasons, and when it is an aperiodic signal mimicking the influence of a population change (increase or decrease). For the purpose of computational simplicity the random fluctuation is taken to be uncorrelated. However, the detrending techniques here illustrated work also in the case when the random component is correlated. This expectation is fully confirmed by the sociological applications made in the companion paper. We also illustrate a new procedure to assess the existence of a genuine scaling, based on the adoption of diffusion entropy, multiscaling analysis and the direct assessment of scaling. Using artificial sequences, we show that the joint use of all these techniques yield the detection of the real scaling, and that this is independent of the technique used to detrend the original signal.

physics.data-an↗

arXiv2002

Compression and diffusion: a joint approach to detect complexity

The adoption of the Kolmogorov-Sinai (KS) entropy is becoming a popular research tool among physicists, especially when applied to a dynamical system fitting the conditions of validity of the Pesin theorem. The study of time series that are a manifestation of system dynamics whose rules are either unknown or too complex for a mathematical treatment, is still a challenge since the KS entropy is not computable, in general, in that case. Here we present a plan of action based on the joint action of two procedures, both related to the KS entropy, but compatible with computer implementation through fast and efficient programs. The former procedure, called Compression Algorithm Sensitive To Regularity (CASToRe), establishes the amount of order by the numerical evaluation of algorithmic compressibility. The latter, called Complex Analysis of Sequences via Scaling AND Randomness Assessment (CASSANDRA), establishes the complexity degree through the numerical evaluation of the strength of an anomalous effect. This is the departure, of the diffusion process generated by the observed fluctuations, from ordinary Brownian motion. The CASSANDRA algorithm shares with CASToRe a connection with the Kolmogorov complexity. This makes both algorithms especially suitable to study the transition from dynamics to thermodynamics, and the case of non-stationary time series as well. The benefit of the joint action of these two methods is proven by the analysis of artificial sequences with the same main properties as the real time series to which the joint use of these two methods will be applied in future research work.

cond-mat↗

arXiv2001

Aging Induced Multifractality

We show that the dynamic approach to Lévy statistics is characterized by aging and multifractality, induced by an ultra-slow transition to anomalous scaling. We argue that these aspects make it a protoptype of complex systems.

cond-mat.stat-mech↗