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Keyword

anti-persistence

Description: A statistical property of time series in which successive values tend to move in opposite directions, producing negative dependence over time.
OpenAlex ID: keywords/anti-persistence
Fractional Differencing
1981 · J. R. M. HOSKING · Biometrika · 2,711
Fractal Market Analysis: Applying Chaos Theory to Investment and Economics
1994 · Edgar E. Peters · 983
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
2006 · Rafał Weron · 708
Traffic on complex networks: Towards understanding global statistical properties from microscopic density fluctuations
2004 · Bosiljka Tadić, Stefan Thurner, et al. · Physical Review E · 259
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Detection of vegetation coverage changes in the Yellow River Basin from 2003 to 2020
2022 · Chenxi Liu, Xiaodong Zhang, et al. · Ecological Indicators · 231
Perturbation of the postural control system induced by muscular fatigue
2003 · Philippe Corbeil, Jean-Sébastien Blouin, et al. · Gait & Posture · 224
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
2000 · Carlos Velasco, Peter M. Robinson · Journal of the American Statistical Association · 216
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Commodity futures and market efficiency
2013 · Ladislav Kristoufek, Miloslav Vosvrda · Energy Economics · 192
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Long-range correlations and asymmetry in the Bitcoin market
2017 · J. Alvarez-Ramirez, E. Rodriguez, et al. · Physica A Statistical Mechanics and its Applications · 175
Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking
1999 · K Ivanova, M Ausloos · Physica A Statistical Mechanics and its Applications · 175
Re-interpreting detrended fluctuation analyses of stride-to-stride variability in human walking
2010 · Jonathan B. Dingwell, Joseph P. Cusumano · Gait & Posture · 171
Elucidating the Origin of Heterogeneous Anomalous Diffusion in the Cytoplasm of Mammalian Cells
2020 · Adal Sabri, Xinran Xu, et al. · Physical Review Letters · 164
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Fractal dynamics of human gait: a reassessment of the 1996 data of Hausdorff et al.
2009 · Didier Delignières, Kjerstin Torre · Journal of Applied Physiology · 157
Fractional Brownian motion in crowded fluids
2012 · Dominique Ernst, Marcel Hellmann, et al. · Soft Matter · 151
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Transition from Persistent to Anti-Persistent Correlations in Postural Sway Indicates Velocity-Based Control
2011 · Didier Delignières, Kjerstin Torre, et al. · PLoS Computational Biology · 151
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Persistence of North Pacific Sea Surface Temperature and Atmospheric Flow Patterns
1988 · Jerome Namias, Xiaojun Yuan, et al. · Journal of Climate · 150
Evidence for Non‐Gaussian Scaling Behavior in Heterogeneous Sedimentary Formations
1996 · Scott Painter · Water Resources Research · 146
An integrated model of fixational eye movements and microsaccades
2011 · Ralf Engbert, Konstantin Mergenthaler, et al. · Proceedings of the National Academy of Sciences · 143
Power‐law correlations in column ozone over Antarctica
2005 · Costas Varotsos · International Journal of Remote Sensing · 139
Quantitative assessment of the impacts of climate change and human activities on runoff change in a typical karst watershed, SW China
2017 · Luhua Wu, Shijie Wang, et al. · The Science of The Total Environment · 138
Ability of static and statistical mechanics posturographic measures to distinguish between age and fall risk
2004 · James A. Norris, Anthony P. Marsh, et al. · Journal of Biomechanics · 137
Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series
2010 · Francesco Serinaldi · Physica A Statistical Mechanics and its Applications · 132
Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence
1996 · M. Henry, P. M. Robinson · Lecture notes in statistics · 126
Long memory in energy futures prices
2007 · John Elder, Apostolos Serletis · Review of Financial Economics · 123
Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors
2015 · Chen Zhang, Zhiwei Ni, et al. · Physica A Statistical Mechanics and its Applications · 122
Works count: 954
Citation count: 18,400
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