A Model for Interevent Times with Long Tails and Multifractality in Human Communications


Book Description

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the Poissonian profile by being long-tailed distributed with resting and active periods interwoven. Understanding mechanisms generating consistent statistics have therefore become a central issue. The approach we present is taken from the Continuous Time Random Walk formalism and represents an analytical alternative to models of non-trivial priority that have been recently proposed. Our analysis also goes one step further by looking at the multifractal structure of the interevent times of human decisions. We here analyze the inter-transaction time intervals of several financial markets. We observe that empirical data describes a subtle multifractal behavior. Our model explains this structure by taking the pausing-time density in the form of a superstatistics where the integral kernel quantifies the heterogeneous nature of the executed tasks. An stretched exponential kernel provides a multifractal profile valid for a certain limited range. A suggested heuristic analytical profile is capable of covering a broader region.







The Science of Citizen Science


Book Description

This open access book discusses how the involvement of citizens into scientific endeavors is expected to contribute to solve the big challenges of our time, such as climate change and the loss of biodiversity, growing inequalities within and between societies, and the sustainability turn. The field of citizen science has been growing in recent decades. Many different stakeholders from scientists to citizens and from policy makers to environmental organisations have been involved in its practice. In addition, many scientists also study citizen science as a research approach and as a way for science and society to interact and collaborate. This book provides a representation of the practices as well as scientific and societal outcomes in different disciplines. It reflects the contribution of citizen science to societal development, education, or innovation and provides and overview of the field of actors as well as on tools and guidelines. It serves as an introduction for anyone who wants to get involved in and learn more about the science of citizen science.




Nonlinear Dynamics in Geosciences


Book Description

This work comprises the proceedings of a conference held last year in Rhodes, Greece, to assess developments during the last 20 years in the field of nonlinear dynamics in geosciences. The volume has its own authority as part of the Aegean Conferences cycle, but it also brings together the most up-to-date research from the atmospheric sciences, hydrology, geology, and other areas of geosciences, and discusses the advances made and the future directions of nonlinear dynamics.




Fractal-Based Point Processes


Book Description

An integrated approach to fractals and point processes This publication provides a complete and integrated presentation of the fields of fractals and point processes, from definitions and measures to analysis and estimation. The authors skillfully demonstrate how fractal-based point processes, established as the intersection of these two fields, are tremendously useful for representing and describing a wide variety of diverse phenomena in the physical and biological sciences. Topics range from information-packet arrivals on a computer network to action-potential occurrences in a neural preparation. The authors begin with concrete and key examples of fractals and point processes, followed by an introduction to fractals and chaos. Point processes are defined, and a collection of characterizing measures are presented. With the concepts of fractals and point processes thoroughly explored, the authors move on to integrate the two fields of study. Mathematical formulations for several important fractal-based point-process families are provided, as well as an explanation of how various operations modify such processes. The authors also examine analysis and estimation techniques suitable for these processes. Finally, computer network traffic, an important application used to illustrate the various approaches and models set forth in earlier chapters, is discussed. Throughout the presentation, readers are exposed to a number of important applications that are examined with the aid of a set of point processes drawn from biological signals and computer network traffic. Problems are provided at the end of each chapter allowing readers to put their newfound knowledge into practice, and all solutions are provided in an appendix. An accompanying Web site features links to supplementary materials and tools to assist with data analysis and simulation. With its focus on applications and numerous solved problem sets, this is an excellent graduate-level text for courses in such diverse fields as statistics, physics, engineering, computer science, psychology, and neuroscience.




The Evolution of Rhythm Cognition: Timing in Music and Speech


Book Description

Human speech and music share a number of similarities and differences. One of the closest similarities is their temporal nature as both (i) develop over time, (ii) form sequences of temporal intervals, possibly differing in duration and acoustical marking by different spectral properties, which are perceived as a rhythm, and (iii) generate metrical expectations. Human brains are particularly efficient in perceiving, producing, and processing fine rhythmic information in music and speech. However a number of critical questions remain to be answered: Where does this human sensitivity for rhythm arise? How did rhythm cognition develop in human evolution? How did environmental rhythms affect the evolution of brain rhythms? Which rhythm-specific neural circuits are shared between speech and music, or even with other domains? Evolutionary processes’ long time scales often prevent direct observation: understanding the psychology of rhythm and its evolution requires a close-fitting integration of different perspectives. First, empirical observations of music and speech in the field are contrasted and generate testable hypotheses. Experiments exploring linguistic and musical rhythm are performed across sensory modalities, ages, and animal species to address questions about domain-specificity, development, and an evolutionary path of rhythm. Finally, experimental insights are integrated via synthetic modeling, generating testable predictions about brain oscillations underlying rhythm cognition and its evolution. Our understanding of the cognitive, neurobiological, and evolutionary bases of rhythm is rapidly increasing. However, researchers in different fields often work on parallel, potentially converging strands with little mutual awareness. This research topic builds a bridge across several disciplines, focusing on the cognitive neuroscience of rhythm as an evolutionary process. It includes contributions encompassing, although not limited to: (1) developmental and comparative studies of rhythm (e.g. critical acquisition periods, innateness); (2) evidence of rhythmic behavior in other species, both spontaneous and in controlled experiments; (3) comparisons of rhythm processing in music and speech (e.g. behavioral experiments, systems neuroscience perspectives on music-speech networks); (4) evidence on rhythm processing across modalities and domains; (5) studies on rhythm in interaction and context (social, affective, etc.); (6) mathematical and computational (e.g. connectionist, symbolic) models of “rhythmicity” as an evolved behavior.




Essentials of Econophysics Modelling


Book Description

This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of social phenomena in general. After a brief historical introduction, the book starts with a list of basic empirical data and proceeds to thorough investigation of mathematical and computer models. Many of the models are based on hypotheses of the behaviour of simplified agents. These comprise strategic thinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful. Examples of systems modelled in such a way include books of stock-market orders, and redistribution of wealth among individuals. Network effects are investigated in the interaction of economic agents. The book also describes how to model phenomena like cooperation and emergence of consensus. The book will be of benefit to graduate students and researchers in both Physics and Economics.




Multifractals and 1/ƒ Noise


Book Description

Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.




Comprehensive Electrocardiology


Book Description

New edition of the classic complete reference book for cardiologists and trainee cardiologists on the theory and practice of electrocardiography, one of the key modalities used for evaluating cardiology patients and deciding on appropriate management strategies.




Econophysics of Order-driven Markets


Book Description

The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included.