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Long memory in patterns of mobile phone usage

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  • Owczarczuk, Marcin

Abstract

In this article we show that usage of a mobile phone, i.e. daily series of number of calls made by a customer, exhibits long memory. We use a sample of 4502 postpaid users from a Polish mobile operator and study their two-year billing history. We estimate Hurst exponent by nine estimators: aggregated variance method, differencing the variance, absolute values of the aggregated series, Higuchi’s method, residuals of regression, the R/S method, periodogram method, modified periodogram method and Whittle estimator. We also analyze empirically relations between estimators. Long memory implies an inertial effect in clients’ behavior which may be used by mobile operators to accelerate usage and gain additional profit.

Suggested Citation

  • Owczarczuk, Marcin, 2012. "Long memory in patterns of mobile phone usage," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1428-1433.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:4:p:1428-1433
    DOI: 10.1016/j.physa.2011.10.005
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    References listed on IDEAS

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    Cited by:

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    2. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey & Peter G. Szilagyi, 2013. "The structure of gold and silver spread returns," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 561-570, March.

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