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The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

The apparantly irregular (unpredictable) space-time fluctuations in atmospheric flows ranging from climate (thousands of kilometers - years) to turbulence (millimeters - seconds) exhibit the universal symmetry of self-similarity.…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power law form for power spectra of temporal fluctuations on all space-time…

chao-dyn · Physics 2009-10-31 A. M. Selvam , S. Fadnavis

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

Self-organization is the spontaneous formation of spatial, temporal, or spatiotemporal patterns in complex systems far from equilibrium. During such self-organization, energy distributed in a broadband of frequencies gets condensed into a…

Adaptation and Self-Organizing Systems · Physics 2020-12-08 Induja Pavithran , Vishnu R. Unni , Alan John Varghese , D. Premraj , R. I. Sujith , C. Vijayan , Abhishek Saha , Norbert Marwan , Jürgen Kurths

Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

Complex network approaches have been recently developed as an alternative framework to study the statistical features of time-series data. We perform a visibility-graph analysis on both the daily and monthly sunspot series. Based on the…

Data Analysis, Statistics and Probability · Physics 2015-06-16 Yong Zou , Michael Small , Zonghua Liu , Jürgen Kurths

Modelling accurately financial price variations is an essential step underlying portfolio allocation optimization, derivative pricing and hedging, fund management and trading. The observed complex price fluctuations guide and constraint our…

Statistical Mechanics · Physics 2009-10-30 A. Arneodo , J. -F. Muzy , D. Sornette

There is a widespread assumption that the universe in general, and the Earth's biosphere in particular, is becoming more complex over time. This paper formulates this assumption as a macroscopic law, the law of increasing complexity, for a…

History and Philosophy of Physics · Physics 2026-03-02 Tatsuaki Okamoto

Often exhibiting hierarchical and overlapping structures, communities or modular groups are fundamental and complex in network science. One of the most exploited tools to detect the mesoscopic structure is synchronization. Several phenomena…

Physics and Society · Physics 2018-07-05 Ren Ren , Jinliang Shao

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…

chao-dyn · Physics 2009-09-25 Suvarna Fadnavis , A. M. Selvam

Dow Jones Index time series exhibit irregular or fractal fluctuations on all time scales from days, months to years. The nonlinear fluctuations are selfsimilar as exhibited in inverse power law form for power spectra of temporal…

General Physics · Physics 2007-05-23 A. M. Selvam

Complex network formalism allows to explain the behavior of systems composed by interacting units. Several prototypical network models have been proposed thus far. The small-world model has been introduced to mimic two important features…

Data Analysis, Statistics and Probability · Physics 2017-10-05 Paweł Oświȩcimka , Lorenzo Livi , Stanisław Drożdż

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Dynamical systems in nature such as fluid flows, heart beat patterns, rainfall variability, stock market price fluctuations, etc. exhibit selfsimilar fractal fluctuations on all scales in space and time. Power spectral analyses of fractal…

General Physics · Physics 2007-05-23 A. M. Selvam

Avalanches, or Avalanche-like, events are often observed in the dynamical behaviour of many complex systems which span from solar flaring to the Earth's crust dynamics and from traffic flows to financial markets. Self-organized criticality…

Data Analysis, Statistics and Probability · Physics 2009-11-13 M. Bartolozzi

Many natural and engineered complex networks have intricate mesoscopic organization, e.g., the clustering of the constituent nodes into several communities or modules. Often, such modularity is manifested at several different hierarchical…

Physics and Society · Physics 2015-05-30 Sitabhra Sinha , Swarup Poria
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