Publications (13)
Detecting communities via edge Random Walk Centrality
Ashwat Jain, P. Manimaran
Herein we present a novel approach of identifying community structures in complex networks. We propose the usage of the Random Walk Centrality (RWC), first introduced by Noh and Ri…
1/f noise and multifractality in atmospheric-CO2 records
Prabir K. Patra, M. S. Santhanam, P. Manimaran +2
We study the fluctuations in the measured atmospheric CO2 records from several stations and show that it displays 1/f noise and multifractality. Using detrended fluctuation analysi…
On Estimation of Hurst Scaling Exponent through Discrete Wavelets
P. Manimaran, Prasanta K. Panigrahi, Jitendra C. Parikh
We study the scaling behavior of the fluctuations, as extracted through wavelet coefficients based on discrete wavelets. The analysis is carried out on a variety of physical data s…
Features in the Primordial Spectrum from WMAP: A Wavelet Analysis
Arman Shafieloo, Tarun Souradeep, P. Manimaran +2
Precise measurements of the anisotropies in the cosmic microwave background enable us to do an accurate study on the form of the primordial power spectrum for a given set of cosmol…
Correlations and periodicities in Himalayan tree ring widths and temperature anomalies through wavelets
Prasanta K. Panigrahi, P. Manimaran, Ananth Lakhmi +1
We have studied periodicities and correlation properties of tree ring width chronology of deodar tree from Joshimath (1584 - 1999 years) and Uttarkashi (1500 - 2002 years) in the w…
Multiresolution analysis of fluctuations in non-stationary time series through discrete wavelets
P. Manimaran, Prasanta K. Panigrahi, Jitendra C. Parikh
We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detre…
Statistical Properties of Fluctuations: A Method to Check Market Behavior
Prasanta K. Panigrahi, Sayantan Ghosh, P. Manimaran +1
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transie…
Wavelet analysis and scaling properties of time series
P. Manimaran, Prasanta K. Panigrahi, Jitendra C. Parikh
We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing…
Characterizing price index behavior through fluctuation dynamics
Prasanta K. Panigrahi, Sayantan Ghosh, Arjun Banerjee +2
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through…
Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
Sayantan Ghosh, P. Manimaran, Prasanta K. Panigrahi
We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sec…
Wavelet analysis of event by event fluctuations
P. Manimaran, Prasanta K. Panigrahi
The temporal fluctuations of produced hadron density in heavy ion collisions, modelled by 2D Ising model at temperatures and below, are studied through a recently developed w…
Spectral fluctuation characterization of random matrix ensembles through wavelets
P. Manimaran, Prasanta K. Panigrahi, P. Anantha Lakshmi
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems.…
Difference in nature of correlation between NASDAQ and BSE indices
P. Manimaran, Prasanta K. Panigrahi, Jitendra. C. Parikh
We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in natur…