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The complex configurations of dynamic friction patterns-regarding real time contact areas- are transformed into appropriate networks. With this transformation of a system to network space, many properties can be inferred about the structure…

Geophysics · Physics 2014-01-03 H. O. Ghaffari , R. P. Young

We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the…

Data Analysis, Statistics and Probability · Physics 2011-02-16 M. Sadegh Movahed , G. R. Jafari , F. Ghasemi , Sohrab Rahvar , M. Reza Rahimi Tabar

Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…

General Physics · Physics 2010-12-02 A. M. Selvam

Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…

Statistical Finance · Quantitative Finance 2023-04-18 Foued Saâdaoui

Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…

Atmospheric and Oceanic Physics · Physics 2017-08-17 Provash Mali

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

Statistical Mechanics · Physics 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam

The presence of large-scale real-world networks with various architectures has motivated an active research towards a unified understanding of diverse topologies of networks. Such studies have revealed that many networks with the scale-free…

Physics and Society · Physics 2023-08-16 Jun Yamamoto , Kousuke Yakubo

We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Paweł Oświȩcimka , Stanisław Drożdż , Marcin Forczek , Stanisław Jadach , Jarosław Kwapień

By adopting Multifractal detrended fluctuation (MF-DFA) analysis methods, the multifractal nature is revealed in the high-frequency data of two typical indexes, the Shanghai Stock Exchange Composite 180 Index (SH180) and the Shenzhen Stock…

Statistical Finance · Quantitative Finance 2018-06-21 Xin-Lan Fu , Xing-Lu Gao , Zheng Shan , Zhi-Qiang Jiang , Wei-Xing Zhou

We study the non-Hermitian Hofstadter dynamics of a quantum particle with biased motion on a square lattice in the background of a magnetic field. We show that in quasi-momentum space the energy spectrum is an overlap of infinitely many…

Statistical Mechanics · Physics 2015-10-14 M. N. Chernodub , Stephane Ouvry

We study the geometric properties of random neural networks by investigating the boundary volumes of their excursion sets for different activation functions, as the depth increases. More specifically, we show that, for activations which are…

Probability · Mathematics 2026-01-29 Simmaco Di Lillo , Domenico Marinucci , Michele Salvi , Stefano Vigogna

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show…

Statistical Finance · Quantitative Finance 2008-12-02 P. Oswiecimka , J. Kwapien , S. Drozdz , A. Z. Gorski , R. Rak

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Diego Rybski , Hernán D. Rozenfeld , Jürgen P. Kropp

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

Quantitative Methods · Quantitative Biology 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…

Condensed Matter · Physics 2009-10-31 J. F. Muzy , J. Delour , E. Bacry

We introduce novel sets of measures with the goal of describing dynamical properties of force networks in dense particulate systems. The presented approach is based on persistent homology and allows for extracting precise, quantitative…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Miroslav Kramar , Arnaud Goullet , Lou Kondic , Konstantin Mischaikow

We present an analysis and discuss consequences of the strong correlations of the configurational parts of pressure and energy in their equilibrium fluctuations at fixed volume reported for simulations of several liquids in the companion…

Soft Condensed Matter · Physics 2009-11-13 Nicholas P. Bailey , Ulf R. Pedersen , Nicoletta Gnan , Thomas B. Schrøder , Jeppe C. Dyre

We investigate the influence of fractal structure on material properties. We calculate the statistical correlation functions of fractal media defined by level-cut Gaussian random fields. This allows the modeling of both surface fractal and…

Materials Science · Physics 2009-10-31 Anthony Roberts , Mark Knackstedt
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