Related papers: Dual-induced multifractality in online viewing act…
A number of human activities exhibit a bursty pattern, namely periods of very high activity that are followed by rest periods. Records of these processes generate time series of events whose inter-event times follow a probability…
Human behaviour is heterogeneous and temporally fluctuates. Many studies have focused on inter-event time (IET) fluctuations and have reported that the IET distributions have a long-tailed distribution, which cannot be explained by a…
We report activity data analysis on several open source software projects, focusing on time between modifications and on the number of files modified at once. Both have fat-tailed distributions, long-term memory, and display systematic…
This paper presents analysis of 30 literary texts written in English by different authors. For each text, there were created time series representing length of sentences in words and analyzed its fractal properties using two methods of…
Just like the degrees of human and animal interaction networks, the distribution of the times between interactions is known to often be right-skewed and fat-tailed. Both these distributions affect epidemic dynamics strongly, but, as we show…
In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting different types of multiscaling. We…
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…
The human society is a very complex system; still, there are several non-trivial, general features. One type of them is the presence of power-law distributed quantities in temporal statistics. In this Letter, we focus on the origin of…
A classic problem in physics is the origin of fat tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags $\tau.$ We find that destroying all correlations without…
Network science investigates the architecture of complex systems to understand their functional and dynamical properties. Structural patterns such as communities shape diffusive processes on networks. However, these results hold under the…
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 multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain to be explored in econophysics. In this paper we use…
By applying the multifractal detrended fluctuation analysis to the high-frequency tick-by-tick data from Deutsche B\"orse both in the price and in the time domains, we investigate multifractal properties of the time series of logarithmic…
In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate…
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…
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…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…
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…
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…