Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2000-05-22
Physical Review Letters 86, 1900 (2001)
Physics
Condensed Matter
Statistical Mechanics
4 pages,latex
Scientific paper
10.1103/PhysRevLett.86.1900
We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range correlations can exhibit different time organization for the magnitude and sign. We find that the magnitude series relates to the nonlinear properties of the original time series, while the sign series relates to the linear properties. We apply our approach to the heartbeat interval series and find that the magnitude series is long-range correlated, while the sign series is anticorrelated and that both magnitude and sign series may have clinical applications.
Ashkenazy Yosef
Goldberger Ary L.
Havlin Shlomo
Ivanov Plamen Ch
Peng Chung-Kang
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