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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

Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…

Data Analysis, Statistics and Probability · Physics 2016-07-20 M. Anvari , G. Lohmann , M. Wächter , P. Milan , E. Lorenz , D. Heinemann , M. Reza Rahimi Tabar , Joachim Peinke

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…

Fluid Dynamics · Physics 2012-12-03 Lei Liu , Fei Hu

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

Human heart rate is known to display complex fluctuations. Evidence of multifractality in heart rate fluctuations in healthy state has been reported [Ivanov et al., Nature {\bf 399}, 461 (1999)]. This multifractal character could be…

Chaotic Dynamics · Physics 2009-11-13 Emily S. C. Ching , Yue-Kin Tsang

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

We study the fluctuations in the measured atmospheric CO2 records from several stations and show that it displays 1/f noise and multifractality. Using detrended fluctuation analysis and wavelet based methods, we estimate thescaling…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Prabir K. Patra , M. S. Santhanam , P. Manimaran , M. Takigawa , T. Nakazawa

For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…

Statistical Mechanics · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz , Soon-Hyung Yook , Albert-Laszlo Barabasi

This review is intended to give a pedagogical and unified view on the subject of the statistics and scaling of physical quantities in disordered electron systems at very low temperatures. Quantum coherence at low temperatures and randomness…

Mesoscale and Nanoscale Physics · Physics 2015-06-25 Martin Janssen

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

The fluctuation statistics of the observed sea ice extent during the satellite era are compared with model output from CMIP5 models using a multi-fractal time series method. The two robust features of the observations are that on annual to…

Atmospheric and Oceanic Physics · Physics 2019-09-02 Sahil Agarwal , John S. Wettlaufer

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity…

Statistical Mechanics · Physics 2009-11-07 T. Arimitsu , N. Arimitsu

Topography is the expression of both internal and external processes of a planetary body. Thus hypsometry (the study of topography) is a way to decipher the dynamic of a planet. For that purpose, the statistics of height and slopes may be…

Earth and Planetary Astrophysics · Physics 2018-10-10 François Landais , Frédéric Schmidt , Shaun Lovejoy

Earth's climate can be understood as a dynamical system that changes due to external forcing and internal couplings. Essential climate variables, such as surface air temperature, describe this dynamics. Our current interglacial, the…

Atmospheric and Oceanic Physics · Physics 2022-01-24 Beatrice Ellerhoff , Kira Rehfeld

We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…

Nuclear Theory · Physics 2009-10-31 Hirokazu Aiba , Masayuki Matsuo

The spectral view of variability is a compelling and adaptable tool for understanding variability of the climate. In Mitchell (1976) seminal paper, it was used to express, on one graph with log scales, a very wide range of climate…

Atmospheric and Oceanic Physics · Physics 2021-01-21 Anna S. von der Heydt , Peter Ashwin , Charles D. Camp , Michel Crucifix , Henk A. Dijkstra , Peter Ditlevsen , Timothy M. Lenton

A coarse-grained model of dense hard sphere colloids building on simple notions of particle mobility and spatial coherence is presented and shown to reproduce results of experiments and simulations for key quantities such as the…

Soft Condensed Matter · Physics 2018-07-06 Nikolaj Becker , Paolo Sibani , Stefan Boettcher , Skanda Vivek

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

Quantitative Methods · Quantitative Biology 2015-12-09 Robert Ton , Andreas Daffertshofer

A full understanding of transport in dense, interacting suspensions requires analysis frameworks sensitive to self and collective dynamics across all relevant spatial and temporal scales. Here we introduce a trajectory-free approach to…

Soft Condensed Matter · Physics 2025-12-22 Eleanor K. R. Mackay , Anna Drummond Young , Adam Carter , Sophie Marbach , Alice L. Thorneywork