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

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  • Bickel, David R.

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.

Suggested Citation

  • Bickel, David R., 1999. "Estimating the intermittency of point processes with applications to human activity and viral DNA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 265(3), pages 634-648.
  • Handle: RePEc:eee:phsmap:v:265:y:1999:i:3:p:634-648
    DOI: 10.1016/S0378-4371(98)00658-X
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    File URL: http://www.sciencedirect.com/science/article/pii/S037843719800658X
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    Cited by:

    1. Bickel, David R. & Lai, Dejian, 2001. "Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data," Computational Statistics & Data Analysis, Elsevier, vol. 37(4), pages 419-431, October.

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