Estimating the intermittency of point processes with applications to human activity and viral DNA

David R. Bickel

Physica A: Statistical Mechanics and its Applications, 1999, vol. 265, issue 3, 634-648

Abstract: The intermittency of a point process is the extent to which the number of events in a time window has pronounced departures from typical values. Combining point process and multifractal formalisms indicates that the correlation codimension can be used to quantify intermittency. The correlation codimension is easily estimated and is simply related to other second-order scaling exponents, such as those of the Fano factor and spectral density. The correlation codimensions are derived for various uncorrelated, fractal, and fractal-rate point processes. In addition, the estimation of intermittency as the correlation codimension of experimental events is illustrated with applications to experimental data. Human activity during bed rest is highly intermittent, while other human activity and viral DNA composition are non-intermittent.

Keywords: Fractal point process; Fano factor; Multifractal; Scaling; Intermittency; Actigraph; DNA (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:265:y:1999:i:3:p:634-648

DOI: 10.1016/S0378-4371(98)00658-X

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