Related papers: Long-range correlations and trends in Colombian se…
We present the first systematic exploration of earth tides-seismicity correlation in northwestern South America, with a special emphasis in Colombia. For this purpose, we use a dataset of ~167,000 earthquakes, gathered by the Colombian…
In the present work we investigate the multiscale nature of the correlations for high frequency data (1 minute) in different futures markets over a period of two years, starting on the 1st of January 2003 and ending on the 31st of December…
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression.…
This study aimed to analyze the time series behavior of the Southern Oscillation Index through techniques using Fast Fourier Transform, computing the autocorrelation function, and the calculation of the Hurst coefficient. The methodology of…
In the present paper, we analyze the signatures of long-range persistence in seismic sequences along Circum-Pacific subduction zones, from Chile to Kermadec, extracted from the National Earthquake Information Center (NEIC) catalog. This…
We study the distribution $P(x;\alpha,L)$ of the relative trend $x$ in long-term correlated records of length $L$ that are characterized by a Hurst-exponent $\alpha$ between 0.5 and 1.5 obtained by DFA2. The relative trend $x$ is the ratio…
In the present paper, we analyze the fractal structures in magnitude time series for a set of unprecedented sample extracted from the National Earthquake Information Center (NEIC) catalog corresponding to 12 Circum-Pacific subduction zones…
We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a rescaled variant of the usual Detrended Fluctuation Analysis…
The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural break point has been identified by applying Zivot and Andrews…
Hurst Exponent has been widely used in different fields as a measure of long range dependence in time series. It has been studied in hydrology and geophysics, economics and finance, and recently, it is still a hot topic in the different…
In the present paper we have conducted studies on seismological properties using worldwide data of deep earthquakes (depth larger than 70 km), considering events with magnitude $m \geq 4.5$. We have addressed the problem under the…
In this paper as show that hydrological contributions in the colombian electrical system during the period between 2004 and 2016 have a periodic dynamic, with fundamental periods that are repeated every three years and that tend to…
Short and long range interactions between earthquakes are attracting increasing interest. Scale invariant properties of seismicity in time, space and energy argue for the presence of complex triggering mechanisms where, like a cascade…
We present the results of a long term, continuous radon monitoring experiment started in April 2010 in a seismically active area, affected during the 2010-2013 data acquisition time window by an intense micro seismic activity and by several…
Different investment strategies are adopted in short-term and long-term depending on the time scales, even though time scales are adhoc in nature. Empirical mode decomposition based Hurst exponent analysis and variance technique have been…
In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…
We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…
We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First, the scaling range for DFA is studied…
Gamma-ray bursts (GRBs) rank among the most powerful astrophysical phenomena, characterized by complex and highly variable prompt emission light curves that reflect the dynamics of their central engines. In this work, we analyze a sample of…
We present two models for estimating the probabilities of future earthquakes in California, to be tested in the Collaboratory for the Study of Earthquake Predictability (CSEP). The first, time-independent model, modified from Helmstetter et…