Stochastic Resonance (SR) and Coherence Resonance (CR) have been studied experimentally in the discharge plasma close to a homoclinic bifurcation. For the SR phenomena, it is observed that a superimposed subthreshold periodic signal can be recovered via stochastic modulations of the discharge voltage. Furthermore, it is realized that even in the absence of a subthreshold deterministic signal, the system dynamics can be recovered and optimized using noise. This effect is defined as CR in the literature. In the present experiments, induction of SR and CR are quantified using the Absolute Mean Difference (AMD) and Normalized Variance (NV) techniques respectively. AMD is a new statistical tool to quantify regularity in the stochastic resonance and is independent of lag.
BackgroundInvestigation of the functioning of the brain in living systems has been a major effort amongst scientists and medical practitioners. Amongst the various disorder of the brain, epilepsy has drawn the most attention because this disorder can affect the quality of life of a person. In this paper we have reinvestigated the EEGs for normal and epileptic patients using surrogate analysis, probability distribution function and Hurst exponent.ResultsUsing random shuffled surrogate analysis, we have obtained some of the nonlinear features that was obtained by Andrzejak et al. [Phys Rev E 2001, 64:061907], for the epileptic patients during seizure. Probability distribution function shows that the activity of an epileptic brain is nongaussian in nature. Hurst exponent has been shown to be useful to characterize a normal and an epileptic brain and it shows that the epileptic brain is long term anticorrelated whereas, the normal brain is more or less stochastic. Among all the techniques, used here, Hurst exponent is found very useful for characterization different cases.ConclusionIn this article, differences in characteristics for normal subjects with eyes open and closed, epileptic subjects during seizure and seizure free intervals have been shown mainly using Hurst exponent. The H shows that the brain activity of a normal man is uncorrelated in nature whereas, epileptic brain activity shows long range anticorrelation.
Glow discharge plasmas exhibit various types of self-excited oscillations for different initial conditions like discharge voltages and filling pressures. The behavior of such oscillations associated with the anode glow has been investigated using nonlinear techniques like correlation dimension, largest Lyapunov exponent, etc. It is seen that these oscillations go to an ordered state from a chaotic state with an increase in input energy, i.e., with discharge voltages implying occurrence of inverse bifurcations. These results are different from the other observations wherein the fluctuations have been observed to go from ordered to chaotic state.
Experimental observations consistent with Self Organized Criticality (SOC) have been obtained in the electrostatic floating potential fluctuations of a dc glow discharge plasma. Power spectrum exhibits a power law which is compatible with the requirement for SOC systems. Also the estimated value of the Hurst exponent (self similarity parameter), H being greater than 0.5, along with an algebraic decay of the autocorrelation function, indicate the presence of temporal long-range correlations, as may be expected from SOC dynamics. This type of observations in our opinion has been reported for the first time in a glow discharge system.Comment: Key Words: Glow discharge; Self Organized Criticality; Hurst exponent; R/S technique; Power spectrum; Autocorrelation function; Nongaussian probability distribution function. Phys Lett A (article in Press
The paper presents the comparative study of the nature of stock markets in shortterm and long-term time scales with and without structural break in the stock data. Structural break point has been identified by applying Zivot and Andrews structural trend break model to break the original time series (TSO) into time series before structural break (TSB) and time series after structural break (TSA). The empirical mode decomposition based Hurst exponent and variance techniques have been applied to the TSO, TSB and TSA to identify the time scales in shortterm and long-term from the decomposed intrinsic mode functions. We found that for TSO, TSB and TSA the short-term time scales and long-term time scales are within the range of few days to 3 months and greater than 5 months respectively, which indicates that the short-term and long-term time scales are present in the stock market. The Hurst exponent is ∼ 0.5 and ≥ 0.75 for TSO, TSB and TSA in short-term and long-term respectively, which indicates that the market is random in short-term and strongly correlated in long-term. The identification of time scales at short-term and long-term investment horizon will be useful for investors to design investment and trading strategies.Investors adopt different strategies in short-term and long-term depending on the investment time horizon as stock markets show different dynamics in different time scales. Hence identification of time scales in short-term and long-term is very important. The time scales have been identified using the empirical mode decomposition based Hurst exponent and normalised variance technique. The robustness of the analysis is further confirmed with Zivot and Andrews structural trend break model. Stock markets show random nature in short-term with time scales ranging from few days to nearly 3 months, and in long-term it shows long-range correlation with time scales greater than 5 months. We hope that these results may help the investors to take better decision on devising short-term and long-term trading strategies.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
customersupport@researchsolutions.com
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.