Ontology highlight
ABSTRACT:
SUBMITTER: Metzner C
PROVIDER: S-EPMC4491834 | biostudies-literature | 2015
REPOSITORIES: biostudies-literature
Metzner Claus C Mark Christoph C Steinwachs Julian J Lautscham Lena L Stadler Franz F Fabry Ben B
Nature communications 20150625
Stochastic time series are ubiquitous in nature. In particular, random walks with time-varying statistical properties are found in many scientific disciplines. Here we present a superstatistical approach to analyse and model such heterogeneous random walks. The time-dependent statistical parameters can be extracted from measured random walk trajectories with a Bayesian method of sequential inference. The distributions and correlations of these parameters reveal subtle features of the random proc ...[more]