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The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…

Data Analysis, Statistics and Probability · Physics 2013-11-12 Juan Luis Lopez , Jesus Guillermo Contreras

The detrended fluctuation analysis (DFA) is extensively useful in stochastic processes to unveil the long-term correlation. Here, we apply the DFA to point processes that mimick earthquake data. The point processes are synthesized by a…

Data Analysis, Statistics and Probability · Physics 2021-07-28 Takumi Kataoka , Tomoshige Miyaguchi , Takuma Akimoto

We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

In order to interpret and explain the physiological signal behaviors, it can be interesting to find some constants among the fluctuations of these data during all the effort or during different stages of the race (which can be detected…

Applications · Statistics 2011-12-06 Imen Kammoun , Véronique Billat , Jean-Marc Bardet

Over the past three decades, describing the reality surrounding us using the language of complex networks has become very useful and therefore popular. One of the most important features, especially of real networks, is their complexity,…

Physics and Society · Physics 2024-10-16 Rafal Rak , Ewa Rak

Eigenstate multifractality is of significant interest with potential applications in various fields of quantum physics. Most of the previous studies concentrated on fine-tuned quantum models to realize multifractality which is generally…

Disordered Systems and Neural Networks · Physics 2025-07-03 Adway Kumar Das , Anandamohan Ghosh , Ivan M. Khaymovich

We perform a multifractal detrended fluctuation analysis of the magnetoconductance data of two standard types of mesoscopic systems: a disordered nanowire and a ballistic chaotic billiard, with two different lattice structures. We observe…

Mesoscale and Nanoscale Physics · Physics 2021-12-08 N. L. Pessoa , A. L. R. Barbosa , G. L. Vasconcelos , A. M. S. Macêdo

We have studied numerically the appearance of multiscaling behavior in the three-dimensional ferromagnetic Ising site diluted model, in the form of a multifractal distribution of the decay exponents for the spatial correlation functions at…

Disordered Systems and Neural Networks · Physics 2024-01-17 E. Marinari , V. Martin-Mayor , G. Parisi , F. Ricci-Tersenghi , J. J. Ruiz-Lorenzo

The field-driven magnetisation reversal processes in disordered systems exhibit a collective behaviour that is manifested in the scale-invariance of avalanches, closely related to underlying dynamical mechanisms. Using the multifractal time…

Disordered Systems and Neural Networks · Physics 2016-02-09 Bosiljka Tadic

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

Quantitative Methods · Quantitative Biology 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

We focus on the importance of $q$ moments range used within multifractal detrended fluctuation analysis (MFDFA) to calculate the generalized Hurst exponent spread and multifractal properties of signals. Different orders of detrending…

Data Analysis, Statistics and Probability · Physics 2013-07-26 Grzegorz Pamuła , Dariusz Grech

We study the dynamic vortex Mott transition in two-dimensional superconducting arrays in a magnetic field with $f$ flux quantum per plaquette. The transition is induced by external driving current and thermal fluctuations near rational…

Superconductivity · Physics 2019-10-02 Enzo Granato

Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…

Data Analysis, Statistics and Probability · Physics 2020-02-03 Pouya Manshour

Phase transition of the Ising model is investigated on a planar lattice that has a fractal structure. On the lattice, the number of bonds that cross the border of a finite area is doubled when the linear size of the area is extended by a…

Statistical Mechanics · Physics 2016-02-02 Jozef Genzor , Andrej Gendiar , Tomotoshi Nishino

Starting from the recognition that hadrons are not produced smoothly at phase transition, the fluctuation of spatial patterns is investigated by finding a measure of the voids that exhibits scaling behavior. The Ising model is used to…

Nuclear Theory · Physics 2009-11-06 Rudolph C. Hwa , Qing-hui Zhang

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian…

Physics and Society · Physics 2009-09-24 Xiao-Hui Ni , Zhi-Qiang Jiang , Wei-Xing Zhou

Strong spin fluctuations are expected near the thermodynamic critical point of a continuous magnetic phase transition. Such critical spin fluctuations are highly correlated and in principle can occur at any time- and length-scales; they…

Mesoscale and Nanoscale Physics · Physics 2020-07-24 Chenhao Jin , Zui Tao , Kaifei Kang , Kenji Watanabe , Takashi Taniguchi , Kin Fai Mak , Jie Shan

The phase transition of the three--dimensional random field Ising model with a discrete ($\pm h$) field distribution is investigated by extensive Monte Carlo simulations. Values of the critical exponents for the correlation length, specific…

High Energy Physics - Lattice · Physics 2019-06-05 Heiko Rieger , A. P. Young

The phase transition of the three--dimensional random field Ising model with a discrete ($\pm h$) field distribution is investigated by extensive Monte Carlo simulations. Values of the critical exponents for the correlation length, specific…

Condensed Matter · Physics 2009-10-22 Heiko Rieger , A. P. Young

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

Quantitative Methods · Quantitative Biology 2020-08-17 Philippe Terrier