2002
DOI: 10.1103/physreve.66.031906
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Lévy scaling: The diffusion entropy analysis applied to DNA sequences

Abstract: We address the problem of the statistical analysis of a time series generated by complex dynamics with a new method: the Diffusion Entropy Analysis (DEA) (Fractals, 9, 193 (2001)). This method is based on the evaluation of the Shannon entropy of the diffusion process generated by the time series imagined as a physical source of fluctuations, rather than on the measurement of the variance of this diffusion process, as done with the traditional methods. We compare the DEA to the traditional methods of scaling de… Show more

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Cited by 55 publications
(63 citation statements)
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“…Analytical techniques such as wavelet transform and diffusion entropy analysis have been often applied to the analysis of time series arising from demographic data [28], physical processes [6] and biological series [31]. Investigation of nonstationarity has also been extensively done on time series of econometrics data [9] to uncover hidden trends and seasonalities.…”
Section: Related Workmentioning
confidence: 99%
“…Analytical techniques such as wavelet transform and diffusion entropy analysis have been often applied to the analysis of time series arising from demographic data [28], physical processes [6] and biological series [31]. Investigation of nonstationarity has also been extensively done on time series of econometrics data [9] to uncover hidden trends and seasonalities.…”
Section: Related Workmentioning
confidence: 99%
“…It has been determined [4] that a Lévy-walk can describe the intermittent solar flare signal. Scafetta et al [7,9] established that, in general, the presence of a Lévy-walk process in a given time series can be detected by the joint use of two separate scaling techniques, the Diffusion Entropy Analysis (DEA) and Standard Deviation Analysis (SDA). We apply the same approach to the analysis of temperature data sets and compare them with the Lévy-walk statistics induced by solar flare intermittency.…”
mentioning
confidence: 99%
“…For example, in molecular physics, a mass-fractal aggregates creation was investigated as the underlying process for many natural phenomena [2]. In biology, analyses were carried out in fractal-based fluctuations in electrical properties associated with cell membrane conductance and potentials [3], in the scaling effects in fluctuation of DNA sequence pattern [4][5][6], and in DNA signals from Homo Sapiens 22 chromosome [7]. In electronics, fractal conductance fluctuations in low-dimensional semiconductor devices [8][9][10], the chaotic nature of fractal conductance fluctuations in mesoscopic systems [11][12][13], and quantum-mechanical diffusion in semiconducting superlattices [14], were measured.…”
Section: Introductionmentioning
confidence: 99%