The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets.

The COVID-19 pandemic has had an unprecedented impact on the global economy and financial markets. In this article, we explore the impact of the pandemic on the weak-form efficiency of the cryptocurrency and forex markets by conducting a comprehensive comparative analysis of the two markets. To estimate the weak-form of market efficiency, we utilize the asymmetric market deficiency measure (MDM) derived using the asymmetric multifractal detrended fluctuation analysis (A-MF-DFA) approach, along with fuzzy entropy, Tsallis entropy, and Fisher information. Initially, we analyze the temporal evolution of these four measures using overlapping sliding windows. Subsequently, we assess both the mean value and variance of the distribution for each measure and currency in two distinct time periods: before and during the pandemic. Our findings reveal distinct shifts in efficiency before and during the COVID-19 pandemic. Specifically, there was a clear increase in the weak-form inefficiency of traditional currencies during the pandemic. Among cryptocurrencies, BTC stands out for its behavior, which resembles that of traditional currencies. Moreover, our results underscore the significant impact of COVID-19 on weak-form market efficiency during both upward and downward market movements. These findings could be useful for investors, portfolio managers, and policy makers.

Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak.

This article investigates the dynamical complexity and fractal characteristics changes of the Bitcoin/US dollar (BTC/USD) and Euro/US dollar (EUR/USD) returns in the period before and after the outbreak of the COVID-19 pandemic. More specifically, we applied the asymmetric multifractal detrended fluctuation analysis (A-MF-DFA) method to investigate the temporal evolution of the asymmetric multifractal spectrum parameters. In addition, we examined the temporal evolution of Fuzzy entropy, non-extensive Tsallis entropy, Shannon entropy, and Fisher information. Our research was motivated to contribute to the comprehension of the pandemic's impact and the possible changes it caused in two currencies that play a key role in the modern financial system. Our results revealed that for the overall trend both before and after the outbreak of the pandemic, the BTC/USD returns exhibited persistent behavior while the EUR/USD returns exhibited anti-persistent behavior. Additionally, after the outbreak of COVID-19, there was an increase in the degree of multifractality, a dominance of large fluctuations, as well as a sharp decrease of the complexity (i.e., increase of the order and information content and decrease of randomness) of both BTC/USD and EUR/USD returns. The World Health Organization (WHO) announcement, in which COVID-19 was declared a global pandemic, appears to have had a significant impact on the sudden change in complexity. Our findings can help both investors and risk managers, as well as policymakers, to formulate a comprehensive response to the occurrence of such external events.

PSG-Audio, a scored polysomnography dataset with simultaneous audio recordings for sleep apnea studies.

The sleep apnea syndrome is a chronic condition that affects the quality of life and increases the risk of severe health conditions such as cardiovascular diseases. However, the prevalence of the syndrome in the general population is considered to be heavily underestimated due to the restricted number of people seeking diagnosis, with the leading cause for this being the inconvenience of the current reference standard for apnea diagnosis: Polysomnography. To enhance patients' awareness of the syndrome, a great endeavour is conducted in the literature. Various home-based apnea detection systems are being developed, profiting from information in a restricted set of polysomnography signals. In particular, breathing sound has been proven highly effective in detecting apneic events during sleep. The development of accurate systems requires multitudinous datasets of audio recordings and polysomnograms. In this work, we provide the first open access dataset, comprising 212 polysomnograms along with synchronized high-quality tracheal and ambient microphone recordings. We envision this dataset to be widely used for the development of home-based apnea detection techniques and frameworks.

Statistical and Criticality Analysis of the Lower Ionosphere Prior to the 30 October 2020 Samos (Greece) Earthquake (M6.9), Based on VLF Electromagnetic Propagation Data as Recorded by a New VLF/LF Receiver Installed in Athens (Greece).

In this work we present the statistical and criticality analysis of the very low frequency (VLF) sub-ionospheric propagation data recorded by a VLF/LF radio receiver which has recently been established at the University of West Attica in Athens (Greece). We investigate a very recent, strong (M6.9), and shallow earthquake (EQ) that occurred on 30 October 2020, very close to the northern coast of the island of Samos (Greece). We focus on the reception data from two VLF transmitters, located in Turkey and Israel, on the basis that the EQ's epicenter was located within or very close to the 5th Fresnel zone, respectively, of the corresponding sub-ionospheric propagation path. Firstly, we employed in our study the conventional analyses known as the nighttime fluctuation method (NFM) and the terminator time method (TTM), aiming to reveal any statistical anomalies prior to the EQ's occurrence. These analyses revealed statistical anomalies in the studied sub-ionospheric propagation paths within ~2 weeks and a few days before the EQ's occurrence. Secondly, we performed criticality analysis using two well-established complex systems' time series analysis methods-the natural time (NT) analysis method, and the method of critical fluctuations (MCF). The NT analysis method was applied to the VLF propagation quantities of the NFM, revealing criticality indications over a period of ~2 weeks prior to the Samos EQ, whereas MCF was applied to the raw receiver amplitude data, uncovering the time excerpts of the analyzed time series that present criticality which were closest before the Samos EQ. Interestingly, power-law indications were also found shortly after the EQ's occurrence. However, it is shown that these do not correspond to criticality related to EQ preparation processes. Finally, it is noted that no other complex space-sourced or geophysical phenomenon that could disturb the lower ionosphere did occur during the studied time period or close after, corroborating the view that our results prior to the Samos EQ are likely related to this mainshock.

Unusual Surface Latent Heat Flux Variations and Their Critical Dynamics Revealed before Strong Earthquakes.

We focus on the possible thermal channel of the well-known Lithosphere-Atmosphere-Ionosphere Coupling (LAIC) mechanism to identify the behavior of thermal anomalies during and prior to strong seismic events. For this, we investigate the variation of Surface Latent Heat Flux (SLHF) as resulting from satellite observables. We demonstrate a spatio-temporal variation in the SLHF before and after a set of strong seismic events occurred in Kathmandu, Nepal, and Kumamoto, Japan, having magnitudes of 7.8, 7.3, and 7.0, respectively. Before the studied earthquake cases, significant enhancements in the SLHF were identified near the epicenters. Additionally, in order to check whether critical dynamics, as the signature of a complex phenomenon such as earthquake preparation, are reflected in the SLHF data, we performed a criticality analysis using the natural time analysis method. The approach to criticality was detected within one week before each mainshock.

Criticality Hidden in Acoustic Emissions and in Changing Electrical Resistance during Fracture of Rocks and Cement-Based Materials.

Acoustic emissions (AE) due to microcracking in solid materials permit the monitoring of fracture processes and the study of failure dynamics. As an alternative method of integrity assessment, measurements of electrical resistance can be used as well. In the literature, however, many studies connect the notion of criticality with AE originating from the fracture, but not with the changes in the electrical properties of materials. In order to further investigate the possible critical behavior of fracture processes in rocks and cement-based materials, we apply natural time (NT) analysis to the time series of AE and resistance measurements, recorded during fracture experiments on cement mortar (CM) and Luserna stone (LS) specimens. The NT analysis indicates that criticality in terms of electrical resistance changes systematically precedes AE criticality for all investigated specimens. The observed greater unpredictability of the CM fracture behavior with respect to LS could be ascribed to the different degree of material homogeneity, since LS (heterogeneous material) expectedly offers more abundant and more easily identifiable fracture precursors than CM (homogenous material). Non-uniqueness of the critical point by varying the detection threshold of cracking events is apparently due to finite size effects which introduce deviations from the self-similarity.

Natural Time Analysis of Global Navigation Satellite System Surface Deformation: The Case of the 2016 Kumamoto Earthquakes.

In order to have further evidence of the atmospheric oscillation channel of the lithosphere-atmosphere-ionosphere coupling (LAIC), we have studied criticality in global navigation satellite system (GNSS) surface deformation as a possible agent for exciting atmospheric gravity waves (AGWs) in the atmosphere and GNSS fluctuations in the frequency range of AGWs with the use of the natural time (NT) method. The target earthquake (EQ) is the 2016 Kumamoto EQ with its main shock on 15 April 2016 (M = 7.3, universal time). As the result of the application of the NT method to GNSS data, we found that for the one-day sampled GNSS deformation data and its fluctuations in two AGW bands of 20-100 and 100-300 min, we could detect a criticality in the period of 1-14 April, which was one day to two weeks before the EQ. These dates of criticalities are likely to overlap with the time periods of previous results on clear AGW activity in the stratosphere and on the lower ionospheric perturbation. Hence, we suggest that the surface deformation could be a possible candidate for exciting those AGWs in the stratosphere, leading to the lower ionospheric perturbation, which lends further support to the AGW hypothesis of the LAIC process.

Acoustic Sensor Data Flow for Cultural Heritage Monitoring and Safeguarding.

Cultural heritage sites, apart from being the tangible link to a country's history and culture, actively contribute to the national economy, offering a foundation upon which cultural tourism can develop. This importance at the cultural and economic level, advocates for the need for preservation of cultural heritage sites for the future generations. To this end, advanced monitoring systems harnessing the power of sensors are deployed near the sites to collect data which can fuel systems and processes aimed at protection and preservation. In this paper we present the use of acoustic sensors for safeguarding cultural sites located in rural or urban areas, based on a novel data flow framework. We developed and deployed Wireless Acoustic Sensors Networks that record audio signals, which are transferred to a modular cloud platform to be processed using an efficient deep learning algorithm (f1-score: 0.838) to identify audio sources of interest for each site, taking into account the materials the assets are made of. The extracted information is presented exploiting the designed STORM Audio Signal ontology and then fused with spatiotemporal information using semantic rules. The results of this work give valuable insight to the cultural experts and are publicly available using the Linked Open Data format.

On Possible Electromagnetic Precursors to a Significant Earthquake (Mw = 6.3) Occurred in Lesvos (Greece) on 12 June 2017.

This paper reports an attempt to use ultra-low-frequency (ULF) magnetic field data from a space weather monitoring magnetometer array in the study of earthquake (EQ) precursors in Greece. The data from four magnetometer stations of the HellENIc GeoMagnetic Array (ENIGMA) have been analyzed in the search for possible precursors to a strong EQ that occurred south of Lesvos Island on 12 June 2017, with magnitude Mw = 6.3 and focal depth = 12 km. The analysis includes conventional statistical methods, as well as criticality analysis, using two independent methods, the natural time (NT) method and the method of critical fluctuations (MCF). In terms of conventional statistical methods, it is found that the most convincing ULF precursor was observed in the data of ULF (20-30 mHz) depression (depression of the horizontal component of the magnetic field), which is indicative of lower ionospheric perturbation just 1 day before the EQ. Additionally, there are indications of a precursor in the direct ULF emission from the lithosphere 4 days to 1 day before the EQ. Further study in terms of NT analysis identifies criticality characteristics from 8 to 2 days before the EQ both for lithospheric ULF emission and ULF depression, while MCF reveals indications of criticality in all recorded magnetic field components, extending from 10 to 3 days before the EQ. Beyond the recordings of the geomagnetic stations of ENIGMA, the recordings of the fracto-electromagnetic emission stations of the HELlenic Seismo-ElectroMagnetics Network (ELSEM-Net) in Greece have been analyzed. The MHz recordings at the station that is located on Lesvos Island presented criticality characteristics (by means of both NT analysis and MCF) 11 days before the EQ, while a few days later (7-6 days before the EQ), the kHz recordings of the same station presented tricritical behavior. It is noted that the magnetosphere was quiet for a period of two weeks before the EQ and including its occurrence.

Temporal organization of magnetospheric fluctuations unveiled by recurrence patterns in the Dst index.

Magnetic storms constitute the most remarkable large-scale phenomena of nonlinear magnetospheric dynamics. Studying the dynamical organization of macroscopic variability in terms of geomagnetic activity index data by means of complexity measures provides a promising approach for identifying the underlying processes and associated time scales. Here, we apply a suite of characteristics from recurrence quantification analysis (RQA) and recurrence network analysis (RNA) in order to unveil some key nonlinear features of the hourly Disturbance storm-time (Dst) index during periods with magnetic storms and such of normal variability. Our results demonstrate that recurrence-based measures can serve as excellent tracers for changes in the dynamical complexity along non-stationary records of geomagnetic activity. In particular, trapping time (characterizing the typical length of "laminar phases" in the observed dynamics) and recurrence network transitivity (associated with the number of the system's effective dynamical degrees of freedom) allow for a very good discrimination between magnetic storm and quiescence phases. In general, some RQA and RNA characteristics distinguish between storm and non-storm times equally well or even better than other previously considered nonlinear characteristics like Hurst exponent or symbolic dynamics based entropy concepts. Our results point to future potentials of recurrence characteristics for unveiling temporal changes in the dynamical complexity of the magnetosphere.

Criticality Analysis of the Lower Ionosphere Perturbations Prior to the 2016 Kumamoto (Japan) Earthquakes as Based on VLF Electromagnetic Wave Propagation Data Observed at Multiple Stations.

The perturbations of the ionosphere which are observed prior to significant earthquakes (EQs) have long been investigated and could be considered promising for short-term EQ prediction. One way to monitor ionospheric perturbations is by studying VLF/LF electromagnetic wave propagation through the lower ionosphere between specific transmitters and receivers. For this purpose, a network of eight receivers has been deployed throughout Japan which receive subionospheric signals from different transmitters located both in the same and other countries. In this study we analyze, in terms of the recently proposed natural time analysis, the data recorded by the above-mentioned network prior to the catastrophic 2016 Kumamoto fault-type EQs, which were as huge as the former 1995 Kobe EQ. These EQs occurred within a two-day period (14 April: M W = 6.2 and M W = 6.0 , 15 April: M W = 7.0 ) at shallow depths (~10 km), while their epicenters were adjacent. Our results show that lower ionospheric perturbations present critical dynamics from two weeks up to two days before the main shock occurrence. The results are compared to those by the conventional nighttime fluctuation method obtained for the same dataset and exhibit consistency. Finally, the temporal evolutions of criticality in ionospheric parameters and those in the lithosphere as seen from the ULF electromagnetic emissions are discussed in the context of the lithosphere-atmosphere-ionosphere coupling.

Intermittency-induced criticality in a resistor-inductor-diode circuit.

The current fluctuations of a driven resistor-inductor-diode circuit are investigated here looking for signatures of critical behavior monitored by the driving frequency. The experimentally obtained time series of the voltage drop across the resistor (as directly proportional to the current flowing through the circuit) were analyzed by means of the method of critical fluctuations in analogy to thermal critical systems. Intermittent criticality was revealed for a critical frequency band signifying the transition between the normal rectifier phase in the low frequencies and a full-wave conducting, capacitorlike phase in the high frequencies. The transition possesses critical characteristics with a characteristic exponent p_{l}=1.65. A fractal analysis in terms of the rescale range (R/RSS) and detrended fluctuation analysis methods yielded results fully compatible with the critical dynamics analysis. Suggestions for the interpretation of the observed behavior in terms of p-n junction operation are discussed.

Environmental monitoring of radon in soil during a very seismically active period occurred in South West Greece.

This paper focuses on the environmental monitoring of radon in soil as a potential trace gas in the search of earthquake precursors. The paper reports the following: (a) Pre-monitoring experiments. (b) Set-up of methods and devices. (c) Active and passive monitoring results concentrating on two extremely-strong radon anomalies (~ 500 kBq m(-3)). (e) Discussion regarding the employed ± 2σ technique for identifying radon disturbances. (f) Application of wavelet-power-spectrum fractal analysis for detecting power-law behaviour. The strong anomalies exhibited anti-persistent power-law-beta-values (b = (1.8 ± 0.2), b = (1.8 ± 0.3)) significantly higher than those of the baseline. Persistent b-values were also detected. The findings comply with a self-organised-critical pre-earthquake state. (h) Discussion on models that interpret the radon anomalies focusing on the recently-proposed asperity-model. (i) Application of a recent technique which showed that the two strong disturbances were proportional to the strain change. It was concluded that the strong radon disturbances may be linked to the strong earthquake of 8/6/2008, M = 6.5, occurred 29 km away from the installed instrumentation.