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The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

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…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Dariusz Grech , Zygmunt Mazur

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG)…

Trading and Market Microstructure · Quantitative Finance 2008-12-10 Antonio F. Crepaldi , Camilo Rodrigues Neto , Fernando F. Ferreira , Gerson Francisco

Event-by-event fluctuations of hadronic patterns in heavy-ion collisions are studied in search for signatures of quark-hadron phase transition. Attention is focused on a narrow strip in the azimuthal angle with small $\Delta y$. The…

Nuclear Theory · Physics 2009-11-07 Rudolph C. Hwa , Qing-hui Zhang

The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a…

High Energy Physics - Theory · Physics 2025-11-04 Christof Schmidhuber

By means of the principle of minimal sensitivity we generalize the microcanonical inflection-point analysis method by probing derivatives of the microcanonical entropy for signals of transitions in complex systems. A strategy of…

Statistical Mechanics · Physics 2018-05-04 Kai Qi , Michael Bachmann

The continuous ferromagnetic-paramagnetic phase transition in the two-dimensional Ising model has already been excessively studied by conventional canonical statistical analysis in the past. We use the recently developed generalized…

Statistical Mechanics · Physics 2020-05-06 Kedkanok Sitarachu , Michael Bachmann

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…

Applied Physics · Physics 2024-10-14 Rafał Rak , Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka

Multiplex networks consist of a fixed set of nodes connected by several sets of edges which are generated separately and correspond to different networks ("layers"). Here, a simple variant of the Ising model on multiplex networks with two…

Statistical Mechanics · Physics 2018-01-17 Andrzej Krawiecki

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias…

Statistical Finance · Quantitative Finance 2015-06-29 Xi-Yuan Qian , Ya-Min Liu , Zhi-Qiang Jiang , Boris Podobnik , Wei-Xing Zhou , H. Eugene Stanley

We consider a model for substrate-depletion oscillations in genetic systems, based on a stochastic differential equation with a slowly evolving external signal. We show the existence of critical transitions in the system. We apply two…

Chaotic Dynamics · Physics 2014-03-13 Jesse Berwald , Marian Gidea

We develop the concept of surface multifractality for localization-delocalization (LD) transitions in disordered electronic systems. We point out that the critical behavior of various observables related to wave functions near a boundary at…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. R. Subramaniam , I. A. Gruzberg , A. W. W. Ludwig , F. Evers , A. Mildenberger , A. D. Mirlin

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…

Classical Analysis and ODEs · Mathematics 2016-08-03 Roberto Leonarduzzi , Herwig Wendt , Patrice Abry , Stéphane Jaffard , Clothilde Melot , Stéphane G. Roux , Maria E. Torres

Discrete Floquet time crystals (DFTC) are characterized by the spontaneous breaking of the discrete time-translational invariance characteristic of Floquet driven systems. In analogy with equilibrium critical points, also time-crystalline…

Statistical Mechanics · Physics 2023-11-17 Guido Giachetti , Andrea Solfanelli , Lorenzo Correale , Nicolò Defenu

In this paper, we have carried out the detail studies of pre-cancer by wavelet coherency and multifractal based detrended fluctuation analysis (MFDFA) on differential interference contrast (DIC) images of stromal region among different…

Computer Vision and Pattern Recognition · Computer Science 2015-03-24 Sabyasachi Mukhopadhyay , Nandan K. Das , Soham Mandal , Sawon Pratiher , Asish Mitra , Asima Pradhan , Nirmalya Ghosh , Prasanta K. Panigrahi

The Hamiltonian Mean-Field (HMF) model is a long-range interaction model that exhibits quasi-stationary states associated with a phase transition. Its quasi-stationary states with a lifetime diverging with the number of particles in the…

Statistical Mechanics · Physics 2025-05-15 Melissa Fuentealba , Danilo M. Rivera , Roberto E. Navarro

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

The two-dimensional quantum $XY$ model with a transverse magnetic field was investigated with the exact diagonalization method. Upon turning on the magnetic field $h$ and the $XY$-plane anisotropy $\eta$, there appear a variety of phase…

Statistical Mechanics · Physics 2019-09-10 Yoshihiro Nishiyama

We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…

Chaotic Dynamics · Physics 2015-06-23 Nikolay K. Vitanov , Norbert P. Hoffmann , Boris Wernitz

Understanding the evolution of dislocation structures during plastic deformation is critical for predicting the mechanical performance of metallic materials. In this work, we applied in situ scanning electron microscopy/electron backscatter…

Materials Science · Physics 2026-03-24 Mikhail Lebyodkin , Maxim Gussev , Jamieson Brechtl , Tatiana Lebedkina
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