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pith:RJSVNARQ

pith:2026:RJSVNARQA6JILHPCCTTP426LD2
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Pink Noise in Economic Time Series from Synchronization and Amplitude Demodulation

Akika Nakamichi, Masahiro Morikawa, Yokoh Morikawa

Pink noise in economic time series results from repeated synchronization and desynchronization among economic circulations.

arxiv:2605.17490 v1 · 2026-05-17 · nlin.AO

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4 Citations open
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Claims

C1strongest claim

A stochastic Kuramoto model provides a minimal dynamical model of repeated synchronization and desynchronization among many economic circulations. It produces approximate 1/f spectra over a broad coupling-system-size domain and gives variance-mean scaling, Taylor's law.

C2weakest assumption

That raw and detrended economic time series can be decomposed into synchronization events and amplitude modulation/demodulation processes that are directly captured by a stochastic Kuramoto oscillator network (section on identification of properties A and B in the abstract).

C3one line summary

Pink noise in economic indices emerges from synchronization-desynchronization cycles and amplitude modulation in a stochastic Kuramoto model of coupled oscillators, producing 1/f spectra and Taylor's law over broad parameter ranges.

References

40 extracted · 40 resolved · 1 Pith anchors

[1] J. B. Johnson, The Schottky effect in low frequency circu its, Phys. Rev. 26, 71–85 (1925) 1925
[2] L. M. Ward and P . E. Greenwood, 1/f noise, Scholarpedia 2, 1537 (2007) 2007
[3] W. H. Press, Flicker noises in astronomy and elsewhere, C omments Astrophys. 7, 103–119 (1978) 1978
[4] B. B. Mandelbrot, The variation of certain speculative p rices, J. Bus. 36, 394–419 (1963) 1963
[5] R. F. Engle, Autoregressive conditional heteroscedast icity with estimates of the variance of United Kingdom inflation, Econometrica 50, 987–1007 (1982) 1982

Formal links

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Receipt and verification
First computed 2026-05-20T00:04:41.743632Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

8a655682300792859de214e6fe6bcb1ea7f71a1bcb90d5653b529a92d3c749ef

Aliases

arxiv: 2605.17490 · arxiv_version: 2605.17490v1 · doi: 10.48550/arxiv.2605.17490 · pith_short_12: RJSVNARQA6JI · pith_short_16: RJSVNARQA6JILHPC · pith_short_8: RJSVNARQ
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/RJSVNARQA6JILHPCCTTP426LD2 \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 8a655682300792859de214e6fe6bcb1ea7f71a1bcb90d5653b529a92d3c749ef
Canonical record JSON
{
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    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "nlin.AO",
    "submitted_at": "2026-05-17T14:58:02Z",
    "title_canon_sha256": "482032b7099d80faba516a1380e811ed6505d0d00af3f5ca876556d628fecebf"
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  "source": {
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