Interdisciplinary seminar coming up

[Cond.Matt. & Stat.Mech.Section]

CONDENSED MATTER AND STATISTICAL PHYSICS SECTION
 
 
SPECIAL  INTERDISCIPLINARY  SEMINAR
  

Wednesday, 30 November -    4:00 p.m.

 

Luigi Stasi Seminar Room -   ICTP Leonardo Building   (first floor)

 

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

 

" Extracting crises information from time series"

 

 Abstract

 

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.