论文标题

分形和多重分子描述剂恢复了因时间序列中的非高斯性而损坏的恐怖性

Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series

论文作者

Kelty-Stephen, Damian G., Mangalam, Madhur

论文摘要

对生物学和心理学科学的挑战是一项挑战。登山性是线性因果建模的必要条件。远程相关性和非高斯性表征各种生物学和心理测量的表征,通常会破坏牙的性能,威胁我们因果建模的能力。远程相关性(例如,在分数高斯噪声中,又称“粉红色噪声”)破坏了千古性 - 在原始高斯序列中,以及在某些但不是所有标准的可变性描述符中,即变异系数(CV)和均值(RMS),而不是标准偏差(RMS),而不是标准偏差(RMS)。目前的工作表明,在所有系列长度方面,非高斯性的逐渐增加,具有远距离相关性,以破坏SD的急性。同时,明确编码可以生成时间相关的非高斯噪声的级联动力学提供了一种将遗传性恢复到我们的因果模型的方法。具体而言,分形和多重属性属性分别编码比例不变的幂律相关性及其多样性,两者都具有基础级联参数索引。远程相关的非高斯过程的分形和多重分子描述符显示没有刺激性破裂,因此为长期相关的非高斯生物学和心理过程提供了更稳定的解释。分形和多重分子描述符为这些领域中的因果建模恢复了牙齿的途径。

Ergodicity breaking is a challenge for biological and psychological sciences. Ergodicity is a necessary condition for linear causal modeling. Long-range correlations and non-Gaussianity characterizing various biological and psychological measurements break ergodicity routinely, threatening our capacity for causal modeling. Long-range correlations (e.g., in fractional Gaussian noise, a.k.a. "pink noise") break ergodicity--in raw Gaussian series, as well as in some but not all standard descriptors of variability, i.e., in coefficient of variation (CV) and root mean square (RMS) but not standard deviation (SD) for longer series. The present work demonstrates that progressive increases in non-Gaussianity conspire with long-range correlations to break ergodicity in SD for all series lengths. Meanwhile, explicitly encoding the cascade dynamics that can generate temporally correlated non-Gaussian noise offers a way to restore ergodicity to our causal models. Specifically, fractal and multifractal properties encode both scale-invariant power-law correlations and their variety, respectively, both of which features index the underlying cascade parameters. Fractal and multifractal descriptors of long-range correlated non-Gaussian processes show no ergodicity breaking and hence, provide a more stable explanation for the long-range correlated non-Gaussian form of biological and psychological processes. Fractal and multifractal descriptors offer a path to restoring ergodicity to causal modeling in these fields.

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