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Related papers: Detrended Structure-Function in Fully Developed Tu…

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To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Ken Kiyono

The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…

Statistics Theory · Mathematics 2018-02-20 Ola Løvsletten

The pseudospectral method, in conjunction with a new technique for obtaining scaling exponents $\zeta_n$ from the structure functions $S_n(r)$, is presented as an alternative to the extended self-similarity (ESS) method and the use of…

Fluid Dynamics · Physics 2014-11-25 W. D. McComb , S. R. Yoffe , M. F. Linkmann , A. Berera

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

Statistical Mechanics · Physics 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

The ability to separate and analyze chemical species with high resolution, sensitivity, and throughput is central to the development of microfluidics systems. Deterministic lateral displacement (DLD) is a continuous separation method based…

Fluid Dynamics · Physics 2014-04-15 Timothy J. Bowman , German Drazer , Joelle Frechette

Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

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

Motivated by recent experimental and numerical results, a simple unifying picture of intermittency in turbulent shear flows is suggested. Integral Structure Functions (ISF), taking into account explicitly the shear intensity, are introduced…

Chaotic Dynamics · Physics 2007-05-23 F. Toschi , E. Leveque , G. Ruiz-Chavarria

The structure function of a scalar $\theta({\bf x},t)$, passively advected in a two-dimensional turbulent flow ${\bf u}({\bf x},t)$, is discussed by means of the fractal dimension $\delta^{(1)}_g$ of the passive scalar graph. A relation…

chao-dyn · Physics 2009-10-31 Bruno Eckhardt , Joerg Schumacher

We relate the second order structure function of a time series with the power spectrum of the original variable, taking an assumption of statistical stationarity. With this approach, we find that the structure function is strongly…

Fluid Dynamics · Physics 2014-01-20 Y. X. Huang , Francois G. Schmitt , Z. M. Lu , P. Fougairolles , Y. Gagne , Y. L. Liu

In order to reliably compute the longitudinal structure functions in decaying and forced turbulence, local isotropy is examined with the aid of the isotropic expression of the incompressible conditions for the second and third order…

We report the experimental characterization of free-surface deformations generated by three-dimensional homogeneous and isotropic turbulence. Using Fourier transform profilometry in a jet-forced turbulent tank, we perform spatiotemporal…

Fluid Dynamics · Physics 2026-05-14 Michaël Berhanu , Eric Falcon

This study investigates the dynamics of strong free-surface turbulence (SFST) using direct numerical simulations (DNS). We focus on the energy exchange between the deformed free-surface and underlying turbulence, examining the influence of…

Fluid Dynamics · Physics 2025-06-13 Andre Calado , Elias Balaras

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 analyze offshore wind speeds with a time resolution of one second over a long period of 20 months for different heights above the sea level. Energy spectra extending over more than seven decades give a comprehensive picture of wind…

Fluid Dynamics · Physics 2023-10-20 So-Kumneth Sim , Joachim Peinke , Philipp Maass

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

Quantitative Methods · Quantitative Biology 2007-05-23 Luciano da Fontoura Costa , Ruth Caldeira de Melo , Ester da Silva , Audrey Borghi-Silva , Aparecida Maria Catai

Multifractal Detrended Fluctuation Analysis (MFDFA) has emerged as a standard tool for characterizing scale invariance in complex systems, yet its application to discrete spin models is frequently marred by reports of ``spurious…

Statistical Mechanics · Physics 2026-04-01 Sebastian Jaroszewicz , Nahuel Mendez , Maria P. Beccar-Varela , Maria Cristina Mariani

Certain instrumental effects and data reduction anomalies introduce systematic errors in photometric time-series. Detrending algorithms such as the Trend Filtering Algorithm (TFA) (Kov\'{a}cs et al. 2004) have played a key role in…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 D. del Ser , O. Fors , J. Núñez , H. Voss , A. Rosich , V. Kouprianov
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