{"paper":{"title":"Pink Noise in Economic Time Series from Synchronization and Amplitude Demodulation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"Pink noise in economic time series results from repeated synchronization and desynchronization among economic circulations.","cross_cats":[],"primary_cat":"nlin.AO","authors_text":"Akika Nakamichi, Masahiro Morikawa, Yokoh Morikawa","submitted_at":"2026-05-17T14:58:02Z","abstract_excerpt":"Pink noise, characterized by a power spectral density $S(\\omega)\\propto\\omega^{\\beta}$ with $\\beta\\simeq -1$, appears in economic indices as well as in many natural systems. We summarize a unified mesoscopic interpretation in which pink spectra arise from repeated synchronization, amplitude modulation, and demodulation. In economic time series, we identify two kinds of pink-noise behavior: one that appears in the raw data (property A), and another that appears only after detrending and demodulation (property B). A stochastic Kuramoto model provides a minimal dynamical model of repeated synchro"},"claims":{"count":4,"items":[{"kind":"strongest_claim","text":"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.","source":"verdict.strongest_claim","status":"machine_extracted","claim_id":"C1","attestation":"unclaimed"},{"kind":"weakest_assumption","text":"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).","source":"verdict.weakest_assumption","status":"machine_extracted","claim_id":"C2","attestation":"unclaimed"},{"kind":"one_line_summary","text":"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.","source":"verdict.one_line_summary","status":"machine_extracted","claim_id":"C3","attestation":"unclaimed"},{"kind":"headline","text":"Pink noise in economic time series results from repeated synchronization and desynchronization among economic circulations.","source":"verdict.pith_extraction.headline","status":"machine_extracted","claim_id":"C4","attestation":"unclaimed"}],"snapshot_sha256":"0d804c80c95d498bb50d41844601b7a11bd69d41f16fbcb343efb17699439e97"},"source":{"id":"2605.17490","kind":"arxiv","version":1},"verdict":{"id":"4b113162-fbb9-4786-ba0b-adeeb84be025","model_set":{"reader":"grok-4.3"},"created_at":"2026-05-19T22:38:47.492273Z","strongest_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.","one_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.","pipeline_version":"pith-pipeline@v0.9.0","weakest_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).","pith_extraction_headline":"Pink noise in economic time series results from repeated synchronization and desynchronization among economic circulations."},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2605.17490/integrity.json","findings":[],"available":true,"detectors_run":[{"name":"doi_title_agreement","ran_at":"2026-05-19T23:01:19.534286Z","status":"completed","version":"1.0.0","findings_count":0},{"name":"doi_compliance","ran_at":"2026-05-19T22:51:33.738922Z","status":"completed","version":"1.0.0","findings_count":0},{"name":"claim_evidence","ran_at":"2026-05-19T21:41:57.681703Z","status":"completed","version":"1.0.0","findings_count":0},{"name":"ai_meta_artifact","ran_at":"2026-05-19T21:33:23.642942Z","status":"skipped","version":"1.0.0","findings_count":0}],"snapshot_sha256":"f18a0b12080db7a14265aa8c4155af01385aaba3654cd1112954839bc8c76466"},"references":{"count":40,"sample":[{"doi":"","year":1925,"title":"J. B. Johnson, The Schottky effect in low frequency circu its, Phys. Rev. 26, 71–85 (1925)","work_id":"32afe2a5-28d5-4e72-ab7e-5688c49f686b","ref_index":1,"cited_arxiv_id":"","is_internal_anchor":false},{"doi":"","year":2007,"title":"L. M. Ward and P . E. Greenwood, 1/f noise, Scholarpedia 2, 1537 (2007)","work_id":"da5e1f35-85cb-44e0-a622-572aa4a1c2bf","ref_index":2,"cited_arxiv_id":"","is_internal_anchor":false},{"doi":"","year":1978,"title":"W. H. Press, Flicker noises in astronomy and elsewhere, C omments Astrophys. 7, 103–119 (1978)","work_id":"2b178a54-b65d-46ed-a093-2beaa1af1be9","ref_index":3,"cited_arxiv_id":"","is_internal_anchor":false},{"doi":"","year":1963,"title":"B. B. Mandelbrot, The variation of certain speculative p rices, J. Bus. 36, 394–419 (1963)","work_id":"24a6b9ea-c9df-438f-aa0c-1bdda6ade5e5","ref_index":4,"cited_arxiv_id":"","is_internal_anchor":false},{"doi":"","year":1982,"title":"R. F. Engle, Autoregressive conditional heteroscedast icity with estimates of the variance of United Kingdom inﬂation, Econometrica 50, 987–1007 (1982)","work_id":"5441c27c-7873-4cf8-8f00-fda6952f7344","ref_index":5,"cited_arxiv_id":"","is_internal_anchor":false}],"resolved_work":40,"snapshot_sha256":"51c3682ec1543119312de2edea9f0d3a76bd0bc2a2ca7fc15337250d82a2a5d8","internal_anchors":1},"formal_canon":{"evidence_count":2,"snapshot_sha256":"53c7954afb7932653aeaf97cc43668a05fa0dcc00e5c57a089a1101ea140fa88"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}