Modelling bursty time series

DOI10.1088/1367-2630/15/10/103023MaRDI QIDQ5141582zbMATH OpenOpenAlexFDO

Authors

Publication date 18 December 2020

Published in New Journal of Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://arxiv.org/abs/1211.1175

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Queues and service in operations research (90B22) One- and multidimensional scaling in the social and behavioral sciences (91C15)

Abstract: Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the task list. The model is characterised by a priority distribution as an input parameter, which describes the choice procedure from the list. We give exact results on the asymptotic behaviour of the model and we show that the interevent time distribution is power-law decaying for any kind of input distributions that remain normalizable in the infinite list limit, with exponents tunable between 1 and 2. The model satisfies a scaling law between the exponents of interevent time distribution (alpha) and autocorrelation function (beta): alpha + beta = 2. This law is general for renewal processes with power-law decaying interevent time distribution. We conclude that slowly decaying autocorrelation function indicates long-range dependency only if the scaling law is violated.

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Cites work

• Entropy of dialogues creates coherent structures in e-mail traffic
• On the notion of recurrence in discrete stochastic processes
• Shuffling Cards and Stopping Times

Cited in

(11)

• A model of task-deletion mechanism based on the priority queueing system of Barabási
• Dynamic features analysis for the large-scale logistics system warehouse-out operation
• The influence of power law distributions on long-range trial dependency of response times
• Time-varying extreme pattern with dynamic models
• The analysis of a human dynamics model with several factors
• scientific article; zbMATH DE number 1165684 (Why is no real title available?)
• Renewal theory for a system with internal states
• Poissonian bursts in e-mail correspondence
• Bursty time series analysis for temporal networks
• Temporal scaling theory for bursty time series with clusters of arbitrarily many events
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