2019
DOI: 10.1103/physreve.100.012306
|View full text |Cite
|
Sign up to set email alerts
|

Analytically solvable autocorrelation function for weakly correlated interevent times

Abstract: Long-term temporal correlations observed in event sequences of natural and social phenomena have been characterized by algebraically decaying autocorrelation functions. Such temporal correlations can be understood not only by heterogeneous interevent times (IETs) but also by correlations between IETs. In contrast to the role of heterogeneous IETs on the autocorrelation function, yet little is known about the effects due to the correlations between IETs. In order to rigorously study these effects, we derive an … Show more

Help me understand this report
View preprint versions

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1

Citation Types

0
3
0

Year Published

2019
2019
2024
2024

Publication Types

Select...
4
2
1

Relationship

3
4

Authors

Journals

citations
Cited by 9 publications
(3 citation statements)
references
References 43 publications
0
3
0
Order By: Relevance
“…The upper bound of A for any P (x) is known as 1/3, implying that |ρ x | ≤ 1/3 [31]. The FGM copula has recently been used for modeling the bivariate luminosity function of galaxies [32] and bursty time series with correlated interevent times [33,34]. By plugging Eq.…”
Section: A Analysismentioning
confidence: 99%
“…The upper bound of A for any P (x) is known as 1/3, implying that |ρ x | ≤ 1/3 [31]. The FGM copula has recently been used for modeling the bivariate luminosity function of galaxies [32] and bursty time series with correlated interevent times [33,34]. By plugging Eq.…”
Section: A Analysismentioning
confidence: 99%
“…As the analytical calculation of γ as a function of β is a very challenging task, one can tackle a simplified problem. For example, the effects of correlations only between two consecutive IETs on the autocorrelation function have been analytically studied to find the M -dependence of γ [39].…”
Section: Temporal Scaling Behaviorsmentioning
confidence: 99%
“…In essence the copula method enables to write a joint probability distribution function with tunable correlation between variables in a tractable form [33]. The copula method has been used in various disciplines such as finance [34], engineering [35], biology [36], astronomy [37,38], and time series analysis [39,40]. However, due to the complexity of the formalism for the GFP, the analytical solution could be obtained only approximately, e.g., by assuming a locally tree structure for the underlying network [29], implying that attributes of neighbors of the focal node are correlated with that of the focal node but not with each other.…”
Section: Introductionmentioning
confidence: 99%