English
Related papers

Related papers: Model selection for identifying power-law scaling

200 papers

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…

Chaotic Dynamics · Physics 2009-06-05 N. K. Das , R. K. Bhandari , P. Sen , B. Sinha

We describe an algorithm for simulating ultrasound propagation in random one-dimensional media, mimicking different microstructures by choosing physical properties such as domain sizes and mass densities from probability distributions. By…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Paulo G. Normando , Romao S. Nascimento , Elineudo P. Moura , Andre P. Vieira

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

Statistical Mechanics · Physics 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…

Data Analysis, Statistics and Probability · Physics 2017-11-22 Debajyoti Saha , Pankaj Kumar Shaw , Sabuj Ghosh , M. S. Janaki , A. N. Sekar Iyengar

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West

We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with…

Data Analysis, Statistics and Probability · Physics 2014-12-11 Ladislav Kristoufek

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Diego Rybski , Hernán D. Rozenfeld , Jürgen P. Kropp

The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional sequences or high-dimensional arrays) either over time or…

Data Analysis, Statistics and Probability · Physics 2016-07-01 Anna Carbone , Ken Kiyono

Critical states are sometimes identified experimentally through power-law statistics or universal scaling functions. We show here that such features naturally emerge from networks in self-sustained irregular regimes away from criticality.…

Neurons and Cognition · Quantitative Biology 2017-02-08 Jonathan Touboul , Alain Destexhe

Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…

Statistics Theory · Mathematics 2025-10-13 Pok Him Cheng , Joel E. Cohen , Hok Kan Ling , Sheung Chi Phillip Yam

The existence of power-law distributions is only a first requirement in the validation of the critical behavior of a system. Long-range spatio-temporal correlations are fundamental for the spontaneous neuronal activity to be the expression…

Statistical Mechanics · Physics 2018-11-27 Fabrizio Lombardi , Hans J. Herrmann , L. de Arcangelis

Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, $H$. Specifically, DFA quantifies the…

Quantitative Methods · Quantitative Biology 2023-01-27 Aaron D. Likens , Madhur Mangalam , Aaron Y. Wong , Anaelle C. Charles , Caitlin Mills

We analyze the correlation properties of the Erdos-Renyi random graph (RG) and the Barabasi-Albert scale-free network (SF) under the attack and repair strategy with detrended fluctuation analysis (DFA). The maximum degree k_max,…

Statistical Mechanics · Physics 2015-06-25 L. P. Chi , C. B. Yang , K. Ma , X. Cai

Magnetic field variations are detected before rupture in the form of `spikes' of alternating sign. The distinction of these `spikes' from random noise is of major practical importance, since it is easier to conduct magnetic field…

Statistical Mechanics · Physics 2015-05-13 P. A. Varotsos , N. V. Sarlis , E. S. Skordas

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

Quantitative Methods · Quantitative Biology 2007-05-23 Luciano da Fontoura Costa , Ruth Caldeira de Melo , Ester da Silva , Audrey Borghi-Silva , Aparecida Maria Catai

Statistics of the Hurst scaling exponents calculated with the use of two methods: recently introduced Detrended Moving Average Analysis(DMA) and Detrended Fluctuation Analysis (DFA)are compared. Analysis is done for artificial stochastic…

Other Condensed Matter · Physics 2007-05-23 D. Grech , Z. Mazur

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

The scaling behaviors of the human electroencephalogram (EEG) time series are studied using detrended fluctuation analysis. Two scaling regions are found in nearly every channel for all subjects examined. The scatter plot of the scaling…

Medical Physics · Physics 2013-05-29 Rudolph C. Hwa , Thomas C. Ferree