Work

Universal features of correlated bursty behaviour

Year: 2012

Type: article

Abstract: Inhomogeneous temporal processes, like those appearing in human communications, neuron spike trains, and seismic signals, consist of high-activity bursty intervals alternating with long low-activity periods. In recent studies such bursty behavior has been characterized by a fat-tailed inter-event time distribution, while temporal correlations were measured by the autocorrelation function. However, these characteristic functions are not capable to fully characterize temporally correlated heterogenous behavior. Here we show that the distribution of the number of events in a bursty period serves as a good indicator of the dependencies, leading to the universal observation of power-law distribution for a broad class of phenomena. We find that the correlations in these quite different systems can be commonly interpreted by memory effects and described by a simple phenomenological model, which displays temporal behavior qualitatively similar to that in real systems.

Source: Scientific Reports

DOI: 10.1038/srep00397

Authors: Márton Karsai, Kimmo Kaski, Albert-László Barabási, János Kertész

Institutions: Aalto University, Northeastern University, Harvard University, Budapest University of Technology and Economics, Dana-Farber Cancer Institute

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $2,690

Funders: European Commission, Tekes