Université de Fribourg

Scaling and memory in recurrence intervals of Internet traffic

Cai, Shi-Min ; Fu, Zhong-Qian ; Zhou, Tao ; Gu, Jun ; Zhou, Pei-Ling

In: Europhysics Letters, 2009, vol. 87, p. 68001

By studying the statistics of recurrence intervals, τ, between volatilities of Internet traffic rate changes exceeding a certain threshold q, we find that the probability distribution functions, Pq(τ), for both byte and packet flows, show scaling property as $P_{q}(\tau)=\frac{1}{\overline{\tau}}f(\frac{\tau}{\overline{\tau}})$. The scaling functions for both byte and packet flows obey the...

Université de Fribourg

Scale invariance of human electroencephalogram signals in sleep

Cai, Shi-Min ; Jiang, Zhao-Hui ; Zhou, Tao ; Zhou, Pei-Ling ; Yang, Hui-Jie ; Wang, Bing-Hong

In: Physical Review E, 2007, vol. 76, p. 061903

In this paper, we investigate the dynamical properties of electroencephalogram (EEG) signals of humans in sleep. By using a modified random walk method, we demonstrate that scale-invariance is embedded in EEG signals after a detrending procedure is applied. Furthermore, we study the dynamical evolution of the probability density function (PDF) of the detrended EEG signals by nonextensive...

Université de Fribourg

Note on two-phase phenomena in financial markets

Jiang, Shi-Mei ; Cai, Shi-Min ; Zhou, Tao ; Zhou, Pei-Ling

In: Chinese Physics Letters, 2008, vol. 25, no. 6, p. 2319-2322

The two-phase behaviour in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. We investigate the bifurcation phenomenon in Hang–Seng index. It is observed that the bifurcation phenomenon in financial index is not universal, but specific under certain conditions. For Hang–Seng index...

Université de Fribourg

Scaling behaviour and memory in heart rate of healthy human

Cai, Shi-Min ; Peng, Hu ; Yang, Hui-Jie ; Zhou, Tao ; Zhou, Pei-Ling ; Wang, Bing-Hong

In: Chinese Physics Letters, 2007, vol. 24, no. 10, p. 3002

We investigate a set of complex heart rate time series from healthy human in different behaviour states with the detrended fluctuation analysis and diffusion entropy (DE) method. It is proposed that the scaling properties are influenced by behaviour states. The memory detected by DE exhibits an approximately same pattern after a detrending procedure. Both of them demonstrate the long-range strong...