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

Yinlin Xu, Qianli D.Y. Ma, Daniel T. Schmitt, Pedro Bernaola-Galván and Plamen Ch. Ivanov

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 23, 4057-4072

Abstract: We investigate how various coarse-graining (signal quantization) 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 Δ, 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 Δ<1, while for Δ>1 a crossover appears at small scales and moves to intermediate and large scales with increasing Δ. For very rough coarse-graining (Δ>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 method. 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.

Keywords: Coarse-graining; Detrended fluctuation analysis; Scaling behavior (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:23:p:4057-4072

DOI: 10.1016/j.physa.2011.05.015

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