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This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

We have experimentally confirmed the presence of long-memory correlations in the wandering of a thin Gaussian laser beam over a screen after propagating through a turbulent medium. A laboratory-controlled experiment was conducted in which…

Optics · Physics 2015-07-07 Luciano Zunino , Damián Gulich , Gustavo Funes , Darío G. Pérez

Enhanced fluctuations and correlations have been observed in the phase transitions of many systems. Their appearance at the predicted QCD phase transition (especially near the expected critical point) may provide insight into the nature of…

Nuclear Experiment · Physics 2015-03-17 Terence J Tarnowsky

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a…

Long range correlations were measured using two remote reciprocating Langmuir probe systems at TJ-II. The influence of the rotational transform on the correlation was studied by scanning the magnetic configuration. A simple drift wave…

The strength and vertical distribution of atmospheric turbulence is a key factor determining the performance of optical and infrared telescopes, with and without adaptive optics. Yet, this remains challenging to measure. We describe a new…

Instrumentation and Methods for Astrophysics · Physics 2019-10-11 Paul Hickson , Bin Ma , Zhaohui Shang , Suijian Xue

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

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…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Dariusz Grech , Zygmunt Mazur

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

In present paper, we investigate the multifractality signatures in hourly time series extracted from CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a…

Recent data from the Auger Observatory on low energy secondary cosmic ray particles are analyzed to study temporal correlations together with data on the daily sunspot numbers and neutron monitor data. Standard spectral analysis…

Solar and Stellar Astrophysics · Physics 2015-06-11 Carlos A. García Canal , Carlos Hojvat , Tatiana Tarutina

Local-box hydrodynamical model atmospheres provide statistical information about the spatial dependence, as well as temporal evolution, of a star's emergent radiation field. Here, we consider late-type stellar atmospheres for which temporal…

Astrophysics · Physics 2009-11-11 Hans-G. Ludwig

In this paper, we study long-term correlations and multifractal properties elaborated from time series of three-phase current signals coming from an industrial electric arc furnace plant. Implicit sinusoidal trends are suitably detected by…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Lorenzo Livi , Enrico Maiorino , Antonello Rizzi , Alireza Sadeghian

Fluctuations and structure across a wide range of spatial and temporal scales are frequently studied in the solar wind. The properties of the low-frequency fluctuations are of relevance to turbulent energy injection into the plasma and the…

Solar and Stellar Astrophysics · Physics 2026-01-06 Jiaming Wang , Francesco Pecora , Rohit Chhiber , Sohom Roy , William H. Matthaeus

We investigate the statistical anisotropy and Gaussianity of temperature fluctuations of Cosmic Microwave Background radiation (CMB) data from {\it Wilkinson Microwave Anisotropy Probe} survey, using the multifractal detrended fluctuation…

Astrophysics · Physics 2011-08-04 M. Sadegh Movahed , F. Ghasemi , Sohrab Rahvar , M. Reza Rahimi Tabar

The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…

Earth and Planetary Astrophysics · Physics 2013-12-13 H. J. Tanna , K. N. Pathak

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

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…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut
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