The perils of thresholding
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Published version
Author(s)
Font-Clos, F
Pruessner, G
Moloney, NR
Deluca, A
Type
Journal Article
Abstract
The thresholding of time series of activity or intensity is frequently used to define and differentiate
events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain
small scale physics from the supposed true asymptotic events. Thresholding the birth–death process,
however, introduces a scaling region into the event size distribution, which is characterized by an
exponent that is unrelated to the actual asymptote and is rather an artefact of thresholding. As a result,
numerical fits of simulation data produce a range of exponents, with the true asymptote visible only in
the tail of the distribution. This tail is increasingly difficult to sample as the threshold is increased. In
the present case, the exponents and the spurious nature of the scaling region can be determined
analytically, thus demonstrating the way in which thresholding conceals the true asymptote. The
analysis also suggests a procedure for detecting the influence of the threshold by means of a data
collapse involving the threshold-imposed scale.
events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain
small scale physics from the supposed true asymptotic events. Thresholding the birth–death process,
however, introduces a scaling region into the event size distribution, which is characterized by an
exponent that is unrelated to the actual asymptote and is rather an artefact of thresholding. As a result,
numerical fits of simulation data produce a range of exponents, with the true asymptote visible only in
the tail of the distribution. This tail is increasingly difficult to sample as the threshold is increased. In
the present case, the exponents and the spurious nature of the scaling region can be determined
analytically, thus demonstrating the way in which thresholding conceals the true asymptote. The
analysis also suggests a procedure for detecting the influence of the threshold by means of a data
collapse involving the threshold-imposed scale.
Date Issued
2015-04-30
Date Acceptance
2015-03-23
Citation
New Journal of Physics, 2015, 17
ISSN
1367-2630
Publisher
IOP Publishing
Journal / Book Title
New Journal of Physics
Volume
17
Copyright Statement
© 2015 IOP Publishing Ltd and Deutsche Physikalische Gesellschaft
License URL
Subjects
Science & Technology
Physical Sciences
Physics, Multidisciplinary
Physics
thresholding
double scaling
birth-death process
EVOLUTION
PROBABILITY
MODEL
Publication Status
Published
Article Number
ARTN 043066