Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

Details Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

2010-02-19

arxiv.org/abs/1002.3834v1

Physics

Data Analysis, Statistics and Probability

19 pages, 13 figures

Scientific paper

We investigate how various coarse-graining methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the magnitude of a signal, we consider (i) the Floor, (ii) the Symmetry and (iii) the Centro-Symmetry coarse-graining methods. We find, that for anti-correlated signals coarse-graining in the magnitude leads to a crossover to random behavior at large scales, and that with increasing the width of the coarse-graining partition interval $\Delta$ this crossover moves to intermediate and small scales. In contrast, the scaling of positively correlated signals is less affected by the coarse-graining, with no observable changes when $\Delta<1$, while for $\Delta>1$ a crossover appears at small scales and moves to intermediate and large scales with increasing $\Delta$. For very rough coarse-graining ($\Delta>3$) based on the Floor and Symmetry methods, the position of the crossover stabilizes, in contrast to the Centro-Symmetry method where the crossover continuously moves across scales and leads to a random behavior at all scales, thus indicating a much stronger effect of the Centro-Symmetry compared to the Floor and the Symmetry methods. For coarse-graining in time, where data points are averaged in non-overlapping time windows, we find that the scaling for both anti-correlated and positively correlated signals is practically preserved. The results of our simulations are useful for the correct interpretation of the correlation and scaling properties of symbolic sequences.

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