Starts 30 Nov 2011 16:00
Ends 30 Nov 2011 20:00
Central European Time
ICTP
Leonardo da Vinci Building Luigi Stasi Seminar Room
Strada Costiera, 11 I - 34151 Trieste (Italy)
Using a thermodynamic interpretation of multifractal spectra we develop a method to analyze time series. We apply it to data from epileptic and healthy patients (electroencephalograms) and show that seizures can be clearly distinguished from spurious data. We also apply it to several examples of financial data showing clearly the appearance of crises. Since the analysis is based only on previous data, it is particularly useful for predictions.
  • M. Poropat