Peaks Over Threshold for Bursty Time Series

14 Feb 2018 Katharina Hees Smarak Nayak Peter Straka

In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time windows and empty in others, a phenomenon which has been dubbed "bursty"... (read more)

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