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We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$…

Data Analysis, Statistics and Probability · Physics 2015-06-26 M. Sadegh Movahed , Evalds Hermanis

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Wei-Xing Zhou

We analyze heartbeat interval recordings from two independent databases: (a) 19 healthy young (avg. age 25.7 years) and 16 healthy elderly subjects (avg. age 73.8 years) during 2h under resting conditions from the Fantasia database; and (b)…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Daniel T. Schmitt , Plamen Ch. Ivanov

This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…

Data Analysis, Statistics and Probability · Physics 2025-01-16 Robert Kluszczyński , Stanisław Drożdż , Jarosław Kwapień , Tomasz Stanisz , Marcin Wątorek

Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…

Networking and Internet Architecture · Computer Science 2021-07-13 G. Millán , G. Lefranc , R. Osorio-Comparán , V. Lomas-Barrie

We demonstrate analytically and numerically the possibility that the fractal property of a scale-free network cannot be characterized by a unique fractal dimension and the network takes a multifractal structure. It is found that the mass…

Physics and Society · Physics 2011-10-04 Shuhei Furuya , Kousuke Yakubo

We propose a general model of unweighted and undirected networks having the scale-free property and fractal nature. Unlike the existing models of fractal scale-free networks (FSFNs), the present model can systematically and widely change…

Physics and Society · Physics 2022-05-04 Kousuke Yakubo , Yuka Fujiki

We study the geometrical features of the order parameter's fluctuations near the critical point of mixed-order phase transitions in randomly interdependent spatial networks. In contrast to continuous transitions, where the structure of the…

Disordered Systems and Neural Networks · Physics 2023-01-04 Bnaya Gross , Ivan Bonamassa , Shlomo Havlin

We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1AGeV & 60AGeV, 12CAgBr &24Mg-AgBr interactions at 4.5AGeV and 32S-AgBr interactions at 200AGeV using Multifractal Detrended Fluctuation Analysis…

High Energy Physics - Experiment · Physics 2016-03-16 Gopa Bhoumik , Argha Deb , Swarnapratim Bhattacharyya , Dipak Ghosh

Fractal dimensions are tools for probing the structure of quantum states and identifying whether they are localized or delocalized in a given basis. These quantities are commonly extracted through finite-size scaling, which limits the…

Disordered Systems and Neural Networks · Physics 2025-06-02 David A. Zarate-Herrada , Isaías Vallejo-Fabila , Lea F. Santos , E. Jonathan Torres-Herrera

The RR series extracted from human electrocardiogram signal (ECG) is considered as a fractal stochastic process. The manifestation of long-range dependencies is the presence of power laws in scale dependent process characteristics.…

Tissues and Organs · Quantitative Biology 2009-11-11 Danuta Makowiec , Rafal Galaska , Aleksandra Dudkowska , Andrzej Rynkiewicz , Marcin Zwierz

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can…

Statistical Finance · Quantitative Finance 2015-03-19 Zhi-Qiang Jiang , Wei-Xing Zhou

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

We study the convergence of the parameter family of series $$V_{\alpha,\beta}(t)=\sum_{p}p^{-\alpha}\exp(2\pi i p^{\beta}t),\quad \alpha,\beta \in \mathbb{R}_{>0},\; t \in [0,1)$$ defined over prime numbers $p$, and subsequently, their…

Dynamical Systems · Mathematics 2017-08-28 Dimitris Vartziotis , Doris Bohnet

Protein dynamics is a fundamental element to comprehend their biological functions. However, a theoretical picture providing microscopic-detail explanation of its relevant features is still missing. One of the outmost relevant properties…

Soft Condensed Matter · Physics 2023-06-14 Luca Maggi

Scaling analysis of heart rate time series has emerged as an useful tool for assessment of autonomic cardiac control. We investigate the heart rate time series of ten athletes (five males and five females), by applying detrended fluctuation…

Quantitative Methods · Quantitative Biology 2007-05-23 M Baumert , LM Brechtel , J Lock , A Voss , D Abbott

The variability of temporal (or spatial) fluctuations of any variable is represented in conventional statistical theory by the relative dispersion equal to the standard deviation divided by the mean . The Relative Dispersion decreases with…

chao-dyn · Physics 2007-05-23 A. M. Selvam , Suvarna Fadnavis , S. U. Athale

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

Statistical Finance · Quantitative Finance 2013-09-24 Dariusz Grech , Grzegorz Pamuła

Active fluids, composed of individual self-propelled agents, can generate complex large-scale coherent flows. A particularly important laboratory realization of such an active fluid is a system composed of microtubules, aligned in a…

Soft Condensed Matter · Physics 2021-07-28 Kevin A. Mitchell , Amanda J. Tan , Jorge Arteaga , Linda S. Hirst

The characterization of the long-range order and fractal properties of DNA sequences has proved a difficult though highly rewarding task due mainly to the mosaic character of DNA consisting of many interwoven patches of various lengths with…

Statistical Mechanics · Physics 2009-11-07 Alexandre Rosas , Edvaldo Nogueira , José F. Fontanari