Related papers: Nonlinear stratospheric variability: multifractal …
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
Demographic heterogeneity is often studied through the geographical lens. Therefore it is considered at a predetermined spatial resolution, which is a suitable choice to understand scalefull phenomena. Spatial autocorrelation indices are…
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…
A single-column model is used to investigate regime transitions within the stable atmospheric boundary layer, focusing on the role of small-scale fluctuations in wind and temperature dynamics and of turbulence intermittency as triggers for…
For a long time, many methods are developed to make temporal signal analyses based on time series. However, for geographical systems, spatial signal analyses are as important as temporal signal analyses. Nonstationary spatial and temporal…
We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test…
We revisit the problem of inelastic times governing the temperature behavior of the weak localization correction and mesoscopic fluctuations in one- and two-dimensional systems. It is shown that, for dephasing by the electron electron…
Seasonality (or periodicity) and trend are features describing an observed sequence, and extracting these features is an important issue in many scientific fields. However, it is not an easy task for existing methods to analyze…
The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…
The Late Pleistocene Antarctic temperature variation curve is decomposed into two components: cyclic and high frequency, stochastic. For each of these components, a mathematical model is developed which shows that the cyclic and stochastic…
Jamming is a geometric phase transition occurring in dense particle systems in the absence of temperature. We use computer simulations to analyse the effect of thermal fluctuations on several signatures of the transition. We show that…
A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…
Solar wind magnetic fluctuation spectra exhibit a significant power law steepening at frequencies f>1Hz. The origin of this multi-scaling is investigated through dispersive Hall magnetohydrodynamics. We perform three-dimensional numerical…
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…
We present a scaling theory of the many-body localisation transition in terms of emergent, characteristic energyscales. The analysis is based on the decomposition of the eigenstates in the basis of trivially localised states, resolved in…
We test the scaling performance of seven leading global climate models by using detrended fluctuation analysis. We analyse temperature records of six representative sites around the globe simulated by the models, for two different…
We study the conditions under which thermal fluctuations generated in the contracting phase of a non-singular bouncing cosmology can lead to a scale-invariant spectrum of cosmological fluctuations at late times in the expanding phase. We…
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…
On microscopic and mesoscopic scales, plastic flow of crystals is characterized by large intrinsic fluctuations. Deformation by crystallographic slip occurs in a sequence of intermittent bursts ('slip avalanches') with power-law size…
Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S&P500, and NASDAQ) to check whether the indexes (instead of…