Related papers: Fractal and complex network analyses of protein mo…
Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…
The fractal or Hausdorff dimension is a measure of roughness (or smoothness) for time series and spatial data. The graph of a smooth, differentiable surface indexed in $\mathbb{R}^d$ has topological and fractal dimension $d$. If the surface…
The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…
We present a comparative analysis of multifractal properties of financial time series built on stock indices from developing (WIG) and developed (S&P500) financial markets. It is shown how the multifractal image of the market is altered…
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…
In this work, we study the fractal and multifractal properties of a family of fractal networks introduced by Gallos {\it et al.} ({\it Proc. Natl. Acad. Sci. U.S.A.}, 2007, {\bf 104}: 7746). In this fractal network model, there is a…
Complex networks have attracted growing attention in many fields. As a generalization of fractal analysis, multifractal analysis (MFA) is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental…
We employ simulations of model proteins to study folding on rugged energy landscapes. We construct ``first-passage'' networks as the system transitions from unfolded to native states. The nodes and bonds in these networks correspond to…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
The spacing of nearest levels of the spectrum of a complex network can be regarded as a time series. Joint use of Multi-fractal Detrended Fluctuation Approach (MF-DFA) and Diffusion Entropy (DE) is employed to extract characteristics from…
Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…
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…
We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…
We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…
The fractal nature of graphs has traditionally been investigated by using the nodes of networks as the basic units. Here, instead, we propose to concentrate on the graph edges, and introduce a practical and computationally not demanding…
Complex network is not only a powerful tool for the analysis of complex system, but also a promising way to analyze time series. The algorithm of horizontal visibility graph (HVG) maps time series into graphs, whose degree distributions are…
We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased…
In this paper, a systematic analysis of hourly wind speed data obtained from four potential wind generation sites in North Dakota is conducted. The power spectra of the data exhibited a power law decay characteristic of $1/f^{\alpha}$…
This article deals with the estimation of fractal dimension of spatio-temporal patterns that are generated by numerically solving the Swift Hohenberg (SH) equation. The patterns were converted into a spatial series (analogous to time…
Time-resolved single-molecule biophysical experiments yield data that contain a wealth of dynamic information, in addition to the equilibrium distributions derived from histograms of the time series. In typical force spectroscopic setups…