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Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Dec;68(6 Pt 2):065204. Epub 2003 Dec 24.

Asymmetrical singularities in real-world signals.

Author information

1
Educational Physiology Laboratory, Graduate School of Education, University of Tokyo, Tokyo 113-0033, Japan.

Abstract

We generalize the wavelet transform modulus maxima approach in order to analyze positive and negative changes separately and show different singularity spectra depending on the direction of changes in (i) human heartbeat interval data during sympathetic blockade, (ii) time series of daytime human physical activity of healthy individuals (but not of patients with debilitating fatigue), and (iii) daily stock price records of the Nikkei 225 in the period 1990-2002--but not of the S&P 500. We conclude that the analysis of asymmetrical singularities provides deeper insights into the underlying complexity of real-world signals that can greatly enhance our understanding of the mechanisms determining the systems' dynamics.

PMID:
14754255
DOI:
10.1103/PhysRevE.68.065204
[Indexed for MEDLINE]

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