Scaling invariance embedded in very short time series: A factorial moment based diffusion entropy approach

作者：Yang, Yue; Qiu, Lu; Yang, Tianguang; Hou, Liying; Gu, Changgui; Yang, Huijie^*

来源：Chinese Journal of Physics, 2017, 55(6): 2325-2335.

DOI：10.1016/j.cjph.2017.10.002

• Factorial moment based diffusion entropy
• Scaling invariance
• Very short time series

How to evaluate scaling behaviors in very short time series is still an open problem, in which the mechanism-dependence and the bias of estimation of a statistical quantity become critical. We propose a new method called factorial moment based diffusion entropy (FMDE). A theoretical derivation and extensive calculations show that it can give us a high-confident and unbiased evaluation of scaling exponent from a time series with a length of similar to 10(2). It provides a reliable method to monitor evolutionary behaviors of complex systems. As an illustration, it is used to monitor the fractal gait rhythm for a volunteer in six stride trials. We find rich patterns in its physiological state.

• 出版日期2017-12
• 单位上海师范大学; 南开大学; 上海理工大学; 上海开放大学