Category: List of Bases 2011 Throughout the year RESEARCH IN CONDENSED MATTER PHYSICS 

Title:

Special interdisciplinry seminar: "Extracting crises information from time series"

Start Time:

16:00

Location:

ICTP (Leonardo da Vinci Building Luigi Stasi Seminar Room)

Contact:

M. Poropat

Speaker(s):

Hilda A. CERDEIRA (Universidade Estadual Paulista, Sao Paulo )

Description:

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.