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Related papers: Multifractal Analysis of Polyalanines Time Series

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A simple multifractal coarsening model is suggested that can explain the observed dynamical behavior of the fractal dimension in a wide range of coarsening fractal systems. It is assumed that the minority phase (an ensemble of droplets) at…

Disordered Systems and Neural Networks · Physics 2009-10-31 Avner Peleg , Baruch Meerson

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

Lagrangian acceleration has been investigated both experimentally and numerically in the past, and it has been shown to exhibit extreme fluctuations, which have been rationalized as events in which tracer particles get trapped into vortical…

Fluid Dynamics · Physics 2025-07-24 Lorenzo Piro , Massimo Cencini , Roberto Benzi

The detrended fluctuation analysis (DFA) is extensively useful in stochastic processes to unveil the long-term correlation. Here, we apply the DFA to point processes that mimick earthquake data. The point processes are synthesized by a…

Data Analysis, Statistics and Probability · Physics 2021-07-28 Takumi Kataoka , Tomoshige Miyaguchi , Takuma Akimoto

We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis…

Data Analysis, Statistics and Probability · Physics 2012-12-21 Grech Dariusz , Mazur Zygmunt

In this work, we have studied the temporal evolution of some properties of a sample of superactive regions with the aim to single out the most significant for flare activity forecasting. We have investigated properties of 14 superactive…

Solar and Stellar Astrophysics · Physics 2015-05-14 S. Criscuoli , P. Romano , F. Zuccarello , F. Giorgi

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that…

Statistical Mechanics · Physics 2008-12-02 R. Kitt , J. Kalda

In many mechanical, electrical, and general physical systems evolving over time or space, spectral analysis methods as Fast Fourier Transform (FFT), Short Term Fourier Transform (STFT), Power Spectrum Density (PSD) plays a very important…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Andreas Tuor , Nico Canzani , Tobias Rüggeberg , Stefan Gorenflo , Gerd Simons , Bruno Bättig , Daniel Iseli

Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…

Data Analysis, Statistics and Probability · Physics 2020-02-03 Pouya Manshour

Periodically driven, or Floquet, disordered quantum systems have generated many unexpected discoveries of late, such as the anomalous Floquet Anderson insulator and the discrete time crystal. Here, we report the emergence of an entire band…

Disordered Systems and Neural Networks · Physics 2018-05-22 Sthitadhi Roy , Ivan M. Khaymovich , Arnab Das , Roderich Moessner

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…

Statistical Finance · Quantitative Finance 2015-09-22 Riccardo Junior Buonocore , Tomaso Aste , Tiziana Di Matteo

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

The dynamics of the conjugated polymers poly(9,9-dioctylfluorene) (PF8) and poly(9,9-didodecylfluorene) (PF12), differing by the length of their side chains, is investigated in the amorphous phase using the quasielastic neutron scattering…

Soft Condensed Matter · Physics 2024-07-01 Mohamed Zbiri , Anne A. Y. Guilbert

Hamiltonian tridiagonal matrices characterized by multi-fractal spectral measures in the family of Iterated Function Systems can be constructed by a recursive technique here described. We prove that these Hamiltonians are almost-periodic.…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 Giorgio Mantica

The power spectra of the fluctuation noise of the solar active region (AR) areas and magnetic fluxes sequentially observed in time contain information about their geometrical features and the related fundamental physical processes. These…

Solar and Stellar Astrophysics · Physics 2024-03-14 G. Dumbadze , B. M. Shergelashvili , M. L. Khodachenko , S. Poedts

We explore the deep inelastic structure functions of hadrons nonperturbatively in an inverse power expansion of the light-front energy of the probe in the framework of light-front QCD. We arrive at the general expressions for various…

High Energy Physics - Phenomenology · Physics 2009-10-31 A. Harindranath , Rajen Kundu , Wei-Min Zhang

A recent interpretation of the caloric curve based on the expansion of the abraded spectator nucleus is re-analysed in the framework of the Time-Dependent Hartree-Fock (TDHF) evolution. It is shown that the TDHF dynamics is more complex…

Nuclear Theory · Physics 2016-09-08 D. Lacroix , Ph. Chomaz

Wind energy has an inherent intermittent character due to certain inevitable factors of nature, such as availability of wind at different weather conditions, wind direction etc. To study the intermittent character of wind energy, its daily…

Atmospheric and Oceanic Physics · Physics 2022-06-30 Sayantan Chakraborty , Sourav Samanta , Shukla Samanta , Dipak Ghosh , Kumardeb Banerjee

A new scheme to study the properties of finite nuclei is proposed based on the Dirac-Brueckner-Hartree-Fock (DBHF) approach starting from a bare nucleon-nucleon interaction. The relativistic structure of the nucleon self-energies in nuclear…