36 citations · 57 across the 5 of their papers we have counts for
5 papers
On possible origins of trends in financial market price changes
Ryo Murakami, Tomomichi Nakamura, Shin Kimura +2
We investigate possible origins of trends using a deterministic threshold model, where we refer to long-term variabilities of price changes (price movements) in financial markets a…
Constructing directed networks from multivariate time series using linear modelling technique
Toshihiro Tanizawa, Tomomichi Nakamura, Fumihiko Taya +1
We describe a method to construct directed networks from multivariate time series which has several advantages over the widely accepted methods. This method is based on an informat…
Networks with time structure from time series
Tomomichi Nakamura, Toshihiro Tanizawa
We propose a method of constructing a network, in which its time structure is directly incorporated, based on a deterministic model from a time series. To construct such a network,…
Surrogate data method applied to nonlinear time series
Xiaodong Luo, Tomomichi Nakamura, Michael Small
The surrogate data method is widely applied as a data dependent technique to test observed time series against a barrage of hypotheses. However, often the hypotheses one is able to…
Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series
Xiaodong Luo, Tomomichi Nakamura, Michael Small
In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data…