## About

101

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Introduction

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May 2011 - May 2013

June 2008 - December 2014

February 2006 - February 2007

Education

January 1990 - June 1993

November 1982 - May 1988

## Publications

Publications (101)

We propose an information-theoretical measure, the \textit{relative cluster entropy} or \textit{clustering divergence} $\mathcal{D_{C}}(P \| Q) $, to discriminate among cluster partitions characterised by probability distribution functions $P$ and $Q$. The measure is illustrated with the clusters generated by pairs of fractional Brownian motions wi...

Accurate estimates of the urban fractal dimension D f are obtained by implementing the detrended moving average algorithm on high-resolution multi-spectral satellite images from the WorldView2 (WV2) database covering the largest European cities. Fractal dimension D f varies between 1.65 and 1.90 with high values for highly urbanised urban sectors a...

Highly accurate estimates of the urban fractal dimension $D_f$ are obtained by implementing the Detrended Moving Average algorithm (DMA) on WorldView2 satellite high-resolution multi-spectral images covering the largest European cities. Higher fractal dimensions are systematically obtained for urban sectors (centrally located areas) than for suburb...

Citation: Arreola-Esquivel, M. M.; Toxqui-Quitl, C.; Delgadillo-Herrera, M.; Padilla-Vivanco, A.; Ortega-Mendoza, J. G.; Carbone, A. Non-binary Snow Index for Multi-Component Surfaces. Preprints 2021, 1, 0. https://doi.org/ Received: Accepted: Published: Publisher's Note: MDPI stays neutral with regard to jurisdictional claims in published maps and...

A Non-Binary Snow Index for Multi-Component Surfaces (NBSI-MS) is proposed to map snow/ice cover. The NBSI-MS is based on the spectral characteristics of different Land Cover Types (LCTs) such as snow, water, vegetation, bare land, impervious, and shadow surfaces. This index can increase the separability between NBSI-MS values corresponding to snow...

Despite half a century of research, there is still no general agreement about the optimal approach to build a robust multi-period portfolio. We address this question by proposing the detrended cluster entropy approach to estimate the weights of a portfolio of high-frequency market indices. The information measure gathered from the markets produces...

Market dynamics is quantified via the cluster entropy S(τ,n)=∑jPj(τ,n)logPj(τ,n), an information measure with Pjτ,n the probability for the clusters, defined by the intersection between the price series and its moving average with window n, to occur with duration τ. The cluster entropy S(τ,n) is estimated over a broad range of temporal horizons M,...

A perspective is taken on the intangible complexity of economic and social systems by investigating the dynamical processes producing, storing and transmitting information in financial time series. An extensive analysis based on the moving average cluster entropy approach has evidenced market and horizon dependence in highest-frequency data of real...

A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving average cluster entropy}. An extensive analysis has evidenced market and horizon dependence of the \textit{moving...

Market dynamic is studied by quantifying the dependence of the entropy $S(\tau,n)$ of the clusters formed by the series of the prices $p_t$ and its moving average $\widetilde{p}_{t,n}$ on temporal horizon $M$. We report results of the analysis performed on high-frequency data of the Nasdaq Composite, Dow Jones Industrial Avg and Standard \& Poor 50...

Experiments in organic semiconductors (polyacenes) evidence a strong super quadratic increase of the current-voltage (I-V) characteristic at voltages in the transition region between linear (Ohmic) and quadratic (trap free space-charge-limited-current) behaviours. Similarly, excess noise measurements at a given frequency and increasing voltages evi...

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked according to their size to form a probability distribution function and finally fed in the expression of the Shannon...

The paper concerns the analysis of the conditions allowing time sequences of Markov correlated events give rise to a line power spectrum having a relevant physical interest. It is found that by specializing the Markov matrix in order to represent closed loop sequences of events with arbitrary distribution, generated in a steady physical condition,...

The ability to process and manage large data volumes has been proven to be not enough to tackle the current challenges presented by “Big Data”. Deep insight is required for understanding interactions among connected systems, space- and time- dependent heterogeneous data structures. Emergence of global properties from locally interacting data entiti...

The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional sequences or high-dimensional arrays) either over time or space. In this paper, mainly based on analytical arguments, the scaling performances of the centered DMA, includin...

In this research the Hurst exponent H is used for quantifying the fractal features of LAN DSAT images. The Hurst exponent is estimated by means of the Detrending Moving Average (DMA), an algorithm based on a generalized high-dimensional variance around a moving average low-pass filter. Hence, for a two-dimensional signal, the algorithm first genera...

A new approach to estimate the Shannon entropy of a long-range correlated sequence is proposed. The entropy is written as the sum of two terms corresponding respectively to power-law (ordered) and exponentially (disordered) distributed blocks (clusters). The approach is illustrated on the 24 human chromosome sequences by taking the nucleotide compo...

The superconducting-insulator transition is simulated in disordered networks of Josephson junctions with thermally activated Arrhenius-like resistive shunt. By solving the conductance matrix of the network, the transition is reproduced in different experimental conditions by tuning thickness, charge density and disorder degree. In particular, on in...

A three-dimensional multiscale spatial model of snow with evolving microstructure is presented. Many engineering and environmental problems require a comprehensive understanding of snow behavior which arises as a consequence of phenomena spanning a wide spectrum of spatial length scales. Snow is classically described as a granular heterogeneous med...

Education is a major force for economic and social wellbeing. Despite high aspirations, education at all levels can be expensive and ineffective. Three Grand Challenges are identified: (1) enable people to learn orders of magnitude more effectively, (2) enable people to learn at orders of magnitude less cost, and (3) demonstrate success by exemplar...

“In the next century, planet earth will don an electronic skin. It will use the Internet as a scaffold to support and transmit its sensations. This skin is already being stitched together. It consists of millions of embedded electronic measuring devices: thermostats, pressure gauges, pollution detectors, cameras, microphones, glucose sensors, EKGs,...

There is a general need of elaborating energy-effective solutions for managing our increasingly dense interconnected world. The problem should be tackled in multiple dimensions -technology, society, economics, law, regulations, and politics- at different temporal and spatial scales. Holistic approaches will enable technological solutions to be supp...

Measurements of electrical transport and excess current noise in semiconducting films of polyacenes revealed a superquadratic increase of the current and a sharp peak of the relative noise at voltage values corresponding to the trap-filling transition region. Recently, we formulated an explanation of these findings in terms of trapping and detrappi...

In this work, higher-order moving average polynomials are defined by straightforward generalization of the standard moving average. The self-similarity of the polynomials is analyzed for fractional Brownian series and quantified in terms of the Hurst exponent H by using the detrending moving average method. We prove that the exponent H of the fract...

The resistive transition of polycrystalline superconducting MgB2 films is studied by means of an extensive set of stationary noise measurements, going from the very beginning of the transition to its final point, where the normal state is reached, either with and without magnetic field. The experimental results, taken at low current density and clo...

An array of resistively and capacitively shunted Josephson junctions with nonsinusoidal current- phase relation is considered for modelling the resistive transition in high-T<sub>c</sub> superconductors. The emergence of higher harmonics, besides the sinusoid I<sub>c</sub> sin φ, is expected for dominant d-wave symmetry of the Cooper pairs, random...

Measurements of the current noise power spectrum of the photoconducting insulators CdS and CdSe irradiated with monochromatic light of different wavelength A are reported.
It is shown that there is an abrupt change of about one order of magnitude in the low frequency power density of the noise when A crosses the photoconductor gap value Ag and the...

The effect of disorder is investigated in granular superconductive materials with strong and weak links. The transition is controlled by the interplay of the \emph{tunneling} $g$ and \emph{intragrain} $g_{intr}$ conductances, which depend on the strength of the intergrain coupling. For $g \ll g_{intr}$, the transition involves first the grain bound...

Electrical transport measurements performed in polyacene thin films as a function of the applied voltage, pointed out the existence of a sharp peak in the relative spectral density of current noise occurring at voltages corresponding to the region of crossover between the Ohmic regime and the space charge limited current regime. Recently we have pr...

Snow is a porous disordered medium consisting of air and three water phases: ice, vapor, and liquid. The ice phase consists of an assemblage of grains, ice matrix, initially arranged over a random load bearing skeleton. The quantitative relationship between density and morphological characteristics of different snow microstructures is still an open...

A trapping-detrapping model is proposed for explaining the current fluctuation behavior in organic semiconductors (polyacenes) operating under current-injection conditions. The fraction of ionized traps obtained from the current-voltage characteristics, is related to the relative current noise spectral density at the trap-filling transition. The ag...

A method is presented for generating compact fractal disordered media by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous parameter, as opposed to lacunar deterministic fractals, such as the Menger sponge. By employing the detrending mo...

We analyze the distribution of grains in solid cubes of ice in terms of deterministic and stochastic 3d fractal models. We argue that the fractal dimension D or the Hurst exponent H optimally describe the void distribution in the snow sample and can be used as a parameter to describe the mechanical properties of snow at different scales.

An array of resistively and capacitively shunted Josephson junctions with
nonsinusoidal current-phase relation is considered for modelling the transition
in high-T$_c$ superconductors. The emergence of higher harmonics, besides the
simple sinusoid $I_{c}\sin\phi$, is expected for dominant \emph{d}-wave
symmetry of the Cooper pairs, random distribut...

Current noise is investigated in InAs/GaAs self-assembled quantum dot infrared photodetectors in the dark and under irradiation at . At low temperature, the noise is consistent with a mechanism of fluctuations driven by the electric field, related to field- and photon-assisted tunneling rather than trapping–detrapping of charge carriers from the qu...

Recent measurements in organic semiconductors (polyacenes) have evidenced a strong superlinear increase of the current-voltage characteristics associated with a sharp peak of the relative spectral density of current noise. Both features occur at the trap filling transition (TFT), i.e. at voltages corresponding to the transition between the Ohmic re...

The formation of layers during the resistive transition of granular high-T<sub>c</sub> superconductors, characterized by either weak (YBCO-like) or strong (MgB<sub>2</sub>-like) links, occurs through a series of avalanche-type current density rearrangements. These resistive layers cross the whole specimen approximately orthogonal to the current den...

A short review of an algorithm, called Detrending Moving Average, to estimate the Hurst exponent H of fractals with arbitrary dimension is presented. Therefore, it has the ability to quantify temporal and spatial long-range dependence of fractal sets. Moreover, the method, in addition to accomplish accurate and fast estimates of H, can provide inte...

The resistive transition of granular high-T$_c$ superconductors, characterized by either weak (YBCO-like) or strong (MgB$_2$-like) links, occurs through a series of avalanche-type current density rearrangements. These rearrangements correspond to the creation of resistive layers, crossing the whole specimen approximately orthogonal to the current d...

Power grids exhibit patterns of reaction to outages similar to complex networks. Blackout sequences follow power laws, as complex systems operating near a critical point. Here, the tolerance of electric power grids to both accidental and malicious outages is analyzed in the framework of complex network theory. In particular, the quantity known as e...

We consider a trapping—detrapping noise model to explain the recently observed maximum in the spectral density of current fluctuations in organic semiconductors (tetracene, pentacene), under space‐charge‐limited‐current conditions. The ratio
u = n
t
/N
t
of filled to total traps is obtained from the current‐voltage characteristics and is used...

Recent transport measurements in polyacene organic semiconductors [1] have evidenced a strong superlinear increase of the current voltage (I-V) characteristic and a concomitant peak of the relative spectral density of current noise at voltages corresponding to the crossover between Ohmic and space charge limited currents (SCLC) regimes [2,3]. The i...

The International School for Advanced Studies (SISSA) was founded in 1978 and was the first institution in Italy to promote post-graduate courses leading to a Doctor Philosophiae (or PhD) degree. A centre of excellence among Italian and international universities, the school has around 65 teachers, 100 post docs and 245 PhD students, and is located...

We propose an algorithm to estimate the Hurst exponent of high-dimensional fractals, based on a generalized high-dimensional variance around a moving average low-pass filter. As working examples, we consider rough surfaces generated by the random midpoint displacement and by the Cholesky-Levinson factorization algorithms. The surrogate surfaces hav...

We calculate the Shannon entropy of a time series by using the probability density functions of the characteristic sizes of the long-range correlated clusters introduced in [A. Carbone, G. Castelli, H.E. Stanley, Phys. Rev. E 69 (2004) 026105]. We define three different measures of the entropy related, respectively, to the length, the duration and...

This issue contains papers selected from the contributions presented at the 5th International Conference on “Applications of Physics in Financial Analysis” (APFA5) held in Torino from June 29th to July 1st, 2006 (http://www.polito.it/apfa5). The issue collects recent applications of models and methods of statistical physics to economic problems. Th...

The Hurst exponent H of long range correlated series can be estimated by means of the detrending moving average (DMA) method. The computational tool, on which the algorithm is based, is the generalized variance σDMA2=1/(N-n)∑i=nN[y(i)-y˜n(i)]2, with y˜n(i)=1/n∑k=0ny(i-k) being the average over the moving window n and N the dimension of the stochast...

The relative current noise power spectral density S = SI
(f)/I
2 observed in organic semiconductors exhibits a maximum at the trap‐filling transition between the ohmic and the space‐charge‐limited‐current regime. The electrostatic conditions determining the crossover from ohmic to space‐charge‐limited transport at the trap‐filling transition are he...

The study of behavioural and social phenomena has experienced a surge of
interest over the last decade. One reason for this great attention is
the huge amount of high quality data made available by the internet
technologies. The many studies spanning concepts and problems belonging
to economics, biology, ecology, physics and computer science, clear...

The f -γ sloped current noise power spectra, observed in organic semiconductors, have been interpreted within a variable range hopping mechanism of the fluctuations. The relative current noise power spectral density ${\cal S}(f)=S_I(f)/I^2$ exhibits a maximum at the trap-filling transition between the ohmic and the space-charge-limited-current regi...

The limits of validity of the g-r approach addressing a few specific features of the quantum photodetector noise are discussed. To describe the photodetection process in quantum well infrared photodetectors, the standard model valid for homogeneous semiconductors including the simple generation-recombination noise mechanisms, have been adopted rely...

The Hurst exponent $H$ of long range correlated series can be estimated by means of the Detrending Moving Average (DMA) method. A computational tool defined within the algorithm is the generalized variance $ \sigma_{DMA}^2={1}/{(N-n)}\sum_i [y(i)-\widetilde{y}_n(i)]^2\:$, with $\widetilde{y}_n(i)= {1}/{n}\sum_{k}y(i-k)$ the moving average, $n$ the...

Low-frequency current fluctuations are investigated over a bias range covering Ohmic, trap-filling, and space-charge-limited current regimes in polycrystalline polyacenes. The relative current noise power spectral density S(f) is constant in the Ohmic region, steeply increases at the trap-filling transition region, and decreases in the space-charge...

Using a Langevin‐transport approach, the current noise power spectrum of a multi Quantum Well Infrared Photodetector (QWIP) is obtained considering a discrete distribution of generation‐recombination centers (quantum wells). The inhomogeneous charge distribution in the quantum well structure affects the intensity and the frequency dependence of the...

The fractal properties of the clusters corresponding to the regions whose contour is a fractional brownian path have been extensively investigated. The clusters form a stationary sequence, which has been characterized by analyzing the length, the lifetime and the area of the single cluster. The rich fractal structure of the patterns has allowed to...

The current noise power spectrum of a multi quantum well infrared photodetector is calculated using a Langevin-transport equation where a discrete distribution of the electric field in the quantum well region, rather than the homogeneous one valid for bulk semiconductors, has been considered. The discreteness of the electric field arises as a conse...

Low-frequency current noise and current-voltage (I-V) characteristics have been studied in InAs/GaAs self-assembled Quantum Dot Infrared Photodetectors in dark conditions and under illumination, at T = 77K and T = 5K. The noise behavior is consistent with a generation-recombination fluctuation process mainly related to thermally excited charge carr...

Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy nonstationary signals. We systematically study the performance of different variants of the DMA method when applied to artificially generated long-range power-law correlated signals with an a priori kno...

We calculate the Hurst exponent H(t) of several time series by dynamical implementation of a recently proposed scaling technique: the detrending moving average (DMA). In order to assess the accuracy of the technique, we calculate the exponent H(t) for artificial series, simulating monofractal Brownian paths, with assigned Hurst exponents H. We next...