Temporal scaling theory for bursty time series with clusters of arbitrarily many events
arXiv:2404.17093 · doi:10.1063/5.0219561
Abstract
Long-term temporal correlations in time series in a form of an event sequence have been characterized using an autocorrelation function (ACF) that often shows a power-law decaying behavior. Such scaling behavior has been mainly accounted for by the heavy-tailed distribution of interevent times (IETs), i.e., the time interval between two consecutive events. Yet little is known about how correlations between consecutive IETs systematically affect the decaying behavior of the ACF. Empirical distributions of the burst size, which is the number of events in a cluster of events occurring in a short time window, often show heavy tails, implying that arbitrarily many consecutive IETs may be correlated with each other. In the present study, we propose a model for generating a time series with arbitrary functional forms of IET and burst size distributions. Then, we analytically derive the ACF for the model time series. In particular, by assuming that the IET and burst size are power-law distributed, we derive scaling relations between power-law exponents of the ACF decay, IET distribution, and burst size distribution. These analytical results are confirmed by numerical simulations. Our approach helps to rigorously and analytically understand the effects of correlations between arbitrarily many consecutive IETs on the decaying behavior of the ACF.
arXiv comment12 pages, 3 figures
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