Publications on Methodology
Book Chapters:
Ivanov PCh, Goldberger AL, Stanley HE.
Fractal and Multifractal Approaches in Physiology.
In "The Science of Disasters: Climate Disruptions, Heart Attacks and Market Crashes" , edited by Bunde A, Kropp J, Schellnhuber H-J. Berlin: Springer Verlag; 2002; p. 219-257.
Ivanov PCh, Goldberger AL, Havlin S, Peng C-K, Rosenblum MG, Stanley HE.
Wavelets in Medicine and Physiology.
In "Wavelets in Physics", edited by van den Berg JC. Cambridge: Cambridge University Press; 1998.
Peer-Reviewed Articles and Conference Proceedings:
Gomez-Extremera M., Carpena P., Ivanov PCh, and Bernaola-Galvan A. P.
Magnitude and sign of long-range correlated time series: Decomposition and surrogate signal generation. [ PDF ]
Physical Review E 2016; 93(4): 042201.
Bernaola-Galvan P, Oliver JL, Hackenberg M, Coronado AV, Ivanov PCh, Carpena P.
Segmentation of time series with long-range fractal correlations. [ PDF ]
European Physical Journal B 2012; 85(6): 211(12).
Xu Y, Ma QDY, Schmitt DT, Bernaola-Galv.an P, Ivanov PCh.
Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals. [ PDF ]
Physica A 2011; 390(23-24):4057-4072.
Ma QDY, Bartsch RP, Bernaola-Galv.an P, Yoneyama M, Ivanov PCh.
Effects of extreme data loss on detrended fluctuation analysis. [ PDF ]
Physical Review E 2010; 81(3):031101(17).
Podobnik B, Grosse I, Horvatic D, Ilic S, Ivanov PCh, Stanley HE.
Quantifying cross-correlations using local and global detrending approaches. [ PDF ]
European Physical Journal B 2009; 71(2):243-250.
Podobnik B, Horvatic D, Ng LA, Stanley HE, Ivanov PCh.
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes. [ PDF ]
Physica A 2008; 387(15):3954-3959
Podobnik B, Fu DF, Stanley HE, and Ivanov PCh.
Power-law autocorrelated stochastic processes with long-range cross-correlations. [ PDF ]
European Physical Journal B 2007; 56(1):47-52
Xu L, Chen Z, Hu K, Stanley HE, and Ivanov PCh.
Spurious detection of phase synchronization in coupled nonlinear oscillators. [ PDF ]
Physical Review E -Rapid Communications 2006;73(6):065201(4).
Chen Z, Hu K, Stanley HE, Novak V, and Ivanov PCh.
Cross-Correlation of instantaneous phase increments in pressure-flow fluctuations: applications to cerebral autoregulation. [ PDF ]
Physical Review E 2006; 73(3):031915(14).
Podobnik B, Ivanov PCh, Biljakovic K, Horvatic D, Stanley HE, Grosse I.
Fractionally integrated process with power-law correlations in variables and magnitudes. [ PDF ]
Physical Review E 2005; 72(2):026121(7).
Xu L, Ivanov PCh, Hu K, Chen Z, Carbone A, Stanley HE.
Quantifying signals with power-law correlations: A comparative study of detrended fluctuation analysis and detrended moving average techniques. [ PDF ]
Physical Review E 2005;71(5):051101(14).
Podobnik B, Ivanov PCh, Jazbinsek V, Trontelj Z, Stanley HE, Grosse I.
Power-law correlated processes with asymmetric distributions. [ PDF ]
Physical Review E - Rapid Communications, 2005; 71(2):025104(4)(R).
Chen Z, Hu K, Carpena P, Bernaola-Galvan P, Stanley HE, and Ivanov PCh.
Effect of nonlinear filters on detrended fluctuation analysis. [ PDF ]
Physical Review E 2005; 71(1):011104(11).
Podobnik B, Ivanov PCh, Grosse I, Matia K, Stanley HE.
ARCH-GARCH approaches to modeling high-frequency financial data. [ PDF ]
Physica A 2004;344(1-2):216-220.
Jennings HD, Ivanov PCh, Martins AM, da Silva PC, Vishwanathan GM.
Variance fluctuations in nonstationary time series: a comparative study of music genres. [ PDF ]
Physica A 2004;336(3-4):585-594.
Chen Z, Ivanov PCh, Hu K, Stanley HE, Novak V.
Synchronization patterns in cerebral blood flow and peripheral blood pressure under minor stroke.
In "Noise in Complex Systems and Stochastic Dynamics", editors Schimansky-Geier L, Abbott D, Neiman A, Van den Broeck C. SPIE Proceedings 5114, 2003; p. 498-506.
Ashkenazy Y, Havlin S, Ivanov PCh, Peng C-K, Schulte-Frohlinde V, Stanley HE.
Magnitude and sign scaling in power-law correlated time series. [ PDF ]
Physica A 2003;323:19-41.
Ivanov PCh, Ashkenazy Y, Kantelhardt JW, Stanley HE.
Quantifying heartbeat dynamics by magnitude and sign correlations.
In "Unsolved Problems of Noise and Fluctuations", edited by Bezrukov SM. UPoN 2002: Third International Conference, Washington, USA.
American Institute of Physics [AIP Conf. Proc. 665]. New York: Melville; 2003; p. 383-391.
Kantelhardt JW, Ashkenazy Y, Ivanov PCh, Bunde A, Havlin S, Penzel T, Peter J-H, Stanley HE.
Characterization of sleep stages by correlations in the magnitude and sign of heartbeat increments. [ PDF ]
Physical Review E 2002;65(5):051908(6).
Chen Z, Ivanov PCh, Hu K, Stanley HE.
Effect of nonstationarities on detrended fluctuation analysis. [ PDF ]
Physical Review E 2002;65(4):041107(15).
Bernaola-Galvan P, Ivanov PCh, Amaral LAN, Stanley HE.
Scale Invariance in the Nonstationarity of Human Heart Rate. [ PDF ]
Physical Review Letters 2001;87(16):168105(4).
Ivanov PCh, Amaral LAN, Goldberger AL, Havlin S, Rosenblum MG, Stanley HE, Struzik Z,
From 1/f Noise to Multifractal Cascades in Heartbeat Dynamics. [ PDF ]
Chaos 2001;11(3):641-652.
Ivanov PCh, Podobnik B, Lee Y, and Stanley HE,
Truncated Levy process with scale-invariant behavior [ PDF ]
Physica A 2001;299(1-2):154-160.
Hu K, Ivanov PCh, Chen Z, Carpena P, Stanley HE.
Effect of trends on detrended fluctuation analysis. [ PDF ]
Physical Review E 2001;64(1):011114(19).
Ashkenazy Y, Ivanov PCh, Havlin S, Peng C-K, Goldberger AL, Stanley HE.
Magnitude and sign correlations in heartbeat fluctuations. [ PDF ]
Physical Review Letters 2001;86(9):1900-1903.
Mietus JE, Peng C-K, Ivanov PCh, Goldberger AL.
Detection of obstructive sleep apnea from cardiac interbeat interval time series. [ PDF ]
Computers in Cardiology 2000; 27:753-756
B. Podobnik, Ivanov PCh, Lee Y, and Stanley HE.
Scale-invariant truncated Levy process. [ PDF ]
Europhysics Letters 2000;52:491-497.
Ballora M, Pennycook B, Ivanov PCh, Goldberger AL, Glass L.
Detection of obstructive sleep apnea through auditory display of heart rate variability. [ PDF ]
Computers in Cardiology 2000; 27:739-740
Podobnik B, Ivanov PCh, Lee Y, Chessa A, Stanley HE.
Systems with correlations in the variance: generating power-law tails in probability distributions.
Europhysics Letters 2000;50(6):711-717.
Goldberger AL, Amaral LAN, Glass L, Hausdor. JM, Ivanov PCh, Mark RG, Mietus JE, Moody GB, Peng C-K, Stanley HE.
PhysioBank, PhysioToolkit, and PhysioNet: components of a new research resource for complex physiologic signals. [ PDF ]
Circulation 2000;101:e215.
Ivanov PCh, Amaral LAN, Goldberger AL, Havlin S, Rosenblum MG, Struzik Z, Stanley HE.
Beyond 1/f: multifractality in human heartbeat dynamics.
In "Unsolved Problems of Noise and Fluctuations", edited by Abbott D and Kish LB. UPoN'99: Second International Conference, Adelaide, Australia.
American Institute of Physics [AIP Conf. Proc. 511. New York: Melville; 2000; p. 273-281.
Stanley HE, Amaral LAN, Goldberger AL, Havlin S, Ivanov PCh, Peng C-K.
Monofractal and multifractal approaches to complex biomedical signals.
In "Stochastic and Chaotic Dynamics in the Lakes", edited by Broomhead DS, Luchinskaya EA, McClintock PVE, Mullin T. Proc. Int'l "Stochaos" Workshop; Ambleside, Cumbria, UK. American Institute of Physics [AIP Conf. Proc. 502]; New York: Melville; 2000. p. 133-145.
Ashkenazy Y, Ivanov PCh, Havlin S, Peng C-K, Yamamoto Y, Goldberger AL, Stanley HE.
Decomposition of heartbeat time series: scaling analysis of the sign sequence. [ PDF ]
Computers in Cardiology 2000; 27:139-142.
Ivanov PCh, Rosenblum MG, Peng C-K, Mietus J, Havlin S, Stanley HE, Goldberger AL.
Scaling behaviour of heartbeat intervals obtained by wavelet-based time-series analysis. [ PDF ]
Nature 1996;383:323–327.