Superfamily classification of nonstationary time series based on DFA scaling exponents

Journal of Physics A: Mathematical and Theoretical

Volumn 43, Issue 49, 2010, Pages

  Liu, Chuang ^a,b   Zhou, Wei Xing ^a,b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78649710793     PISSN: 17518113     EISSN: 17518121     Source Type: Journal    
DOI: 10.1088/1751-8113/43/49/495005     Document Type: Article

References (39)

1. Albert R and Barabási A L 2002 Rev. Mod. Phys. 74 47-97
2. Newman M E J 2003 SIAM Rev. 45 167-256
3. Boccaletti S, Latora V, Moreno Y, Chavez M and Hwang D U 2006 Phys. Rep. 424 175-308
4. Zhang J and Small M 2006 Phys. Rev. Lett. 96 238701
5. Li P and Wang B H 2006 Chin. Sci. Bull. 51 624-9
6. Li P and Wang B H 2007 Physica A 378 519-26
7. Zhang J, Sun J F, Luo X D, Zhang K, Nakamura T and Small M 2008 Physica D 237 2856-65
8. Li C B, Yang H and Komatsuzaki T 2008 Proc. Natl Acad. Sci. USA 105 536-41
9. Xu X K, Zhang J and Small M 2008 Proc. Natl Acad. Sci. USA 105 19601-5
10. Lacasa L, Luque B, Ballesteros F, Luque J and Nuño J C 2008 Proc. Natl Acad. Sci. USA 105 4972-5
11. Luque B, Lacasa L, Ballesteros F and Luque J 2009 Phys. Rev. E 80 046103
12. Kostakos V 2009 Physica A 388 1007-23
13. Shirazi A H, Jafari G R, Davoudi J, Peinke J, Tabar M R R and Sahimi M 2009 J. Stat. Mech. P07046
14. Marwan N, Donges J F, Zou Y, Donner R V and Kurths J 2009 Phys. Lett. A 373 4246-54
15. Donner R V, Zou Y, Donges J F, Marwan N and Kurths J 2010 New J. Phys. 12 033025
16. Yang Y and Yang H J 2008 Physica A 387 1381-6
17. Gao Z K and Jin N D 2009 Phys. Rev. E 79 066303
18. Gao Z K and Jin N D 2009 Chaos 19 033137
19. Ni X H, Jiang Z Q and Zhou W X 2009 Phys. Lett. A 373 3822-6
20. Lacasa L, Luque B, Luque J and Nuño J C 2009 Europhys. Lett. 86 30001
21. Elsner J B, Jagger T H and Fogarty E A 2009 Geophys. Res. Lett. 36 L16702
22. Yang Y, Wang J B, Yang H J and Mang J S 2009 Physica A 388 4431-7
23. Liu C, Zhou W X and Yuan W K 2010 Physica A 389 2675-81 (arXiv:0905.1831)
24. Qian M C, Jiang Z Q and Zhou W X 2010 J. Phys. A: Math. Theor. 43 335002 (arXiv:0910.2524)
25. Watts D J and Strogatz S H 1998 Nature 393 440-2
26. Amaral L A N, Scala A, Barthelemy M and Stanley H E 2000 Proc. Natl Acad. Sci. USA 97 11149-52
27. Barabási A L and Albert R 1999 Science 286 509-12
28. Milo R, Shen-Orr S, Itzkovitz S, Kashtan N, Chklovskii D and Alon U 2002 Science 298 824-7
29. Milo R, Itzkovitz S, Kashtan N, Levitt R, Shen-Orr S, Ayzenshtat I, Sheffer M and Alon U 2004 Science 303 1538-42
30. Fraser A and Swinney H 1986 Phys. Rev. A 33 1134-140
31. Peng C K, Buldyrev S V, Havlin S, Simons M, Stanley H E and Goldberger A L 1994 Phys. Rev. E 49 1685-9
32. Kantelhardt J W, Koscielny-Bunde E, Rego H H A, Havlin S and Bunde A 2001 Physica A 295 441-54
33. Abry P and Sellan F 1996 Appl. Comput. Harmon. Anal. 3 377-83
34. Bacry E, Delour J and Muzy J F 2001 Phys. Rev. E 64 026103
35. Ghashghaie S, Breymann W, Peinke J, Talkner P and Dodge Y 1996 Nature 381 767-70
36. Mantegna R N and Stanley H E 1996 Nature 383 587-8
37. Mantegna R N and Stanley H E 2000 An Introduction to Econophysics: Correlations and Complexity in Finance (Cambridge: Cambridge University Press)
38. Anselmet F, Gagne Y, Hopfinger E J and Antonia R A 1984 J. Fluid Mech. 140 63-89
39. Zhou W X and Sornette D 2002 Physica D 165 94-125