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We analyze the electric power load in the Czech Republic (CR) which exhibits a seasonality as well as other oscillations typical for European countries. Moreover, we detect 1/f noise property of electrical power load with extra additional…

Physics and Society · Physics 2016-08-03 Jiří Kracík , Hynek Lavička

We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…

Statistical Mechanics · Physics 2009-04-04 S. Kimiagar , M. Sadegh Movahed , S. Khorram , S. Sobhanian , M. Reza Rahimi Tabar

Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…

Data Analysis, Statistics and Probability · Physics 2022-07-20 Felipe Olivares , Massimiliano Zanin

The electrical energy system has attracted much attention from an increasingly diverse research community. Many theoretical predictions have been made, from scaling laws of fluctuations to propagation velocities of disturbances. However, to…

The residual load and excess power generation of 27 European countries with a 100% penetration of variable renewable energy sources are explored in order to quantify the benefit of power transmission between countries. Estimates are based…

Optimization and Control · Mathematics 2014-02-13 Rolando A. Rodriguez , Sarah Becker , Gorm B. Andresen , Dominik Heide , Martin Greiner

We investigate the scaling properties of the long-range temporal evolution and intermittency of SDO/AIA intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two…

Solar and Stellar Astrophysics · Physics 2016-11-15 Ana Cristina Cadavid , Yeimy J. Rivera , John K. Lawrence , Damian J. Christian , Peter J. Jennings , A. Franco Rappazzo

The modelling of power station outages is an integral part of power system planning. In this work, models of the unavailability of the fleets of eight countries in Northwest Europe are constructed and subsequently compared against empirical…

Systems and Control · Electrical Eng. & Systems 2022-03-07 Matthew Deakin , David Greenwood , David J. Brayshaw , Hannah Bloomfield

Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…

Statistical Finance · Quantitative Finance 2025-10-16 Stanisław Drożdż , Robert Kluszczyński , Jarosław Kwapień , Marcin Wątorek

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

We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…

Statistical Finance · Quantitative Finance 2022-09-05 Jarosław Kwapień , Marcin Wątorek , Marija Bezbradica , Martin Crane , Tai Tan Mai , Stanisław Drożdż

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…

Data Analysis, Statistics and Probability · Physics 2025-01-16 Robert Kluszczyński , Stanisław Drożdż , Jarosław Kwapień , Tomasz Stanisz , Marcin Wątorek

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…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

The energy transition is well underway in most European countries. It has a growing impact on electric power systems as it dramatically modifies the way electricity is produced. To ensure a safe and smooth transition towards a pan-European…

Physics and Society · Physics 2018-10-17 Laurent Pagnier , Philippe Jacquod

We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1AGeV & 60AGeV, 12CAgBr &24Mg-AgBr interactions at 4.5AGeV and 32S-AgBr interactions at 200AGeV using Multifractal Detrended Fluctuation Analysis…

High Energy Physics - Experiment · Physics 2016-03-16 Gopa Bhoumik , Argha Deb , Swarnapratim Bhattacharyya , Dipak Ghosh

We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of…

Probability · Mathematics 2021-01-08 Carlos Escudero

We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…

Pattern Formation and Solitons · Physics 2009-11-10 Tibor Tóth-Katona , James T. Gleeson

In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…

Statistical Mechanics · Physics 2024-01-08 Debra J. Searles , Stephen Sanderson

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

The interconnected European Electricity Markets see considerable cross-border trade between different countries. In conjunction with the structure and technical characteristics of the power grid and its operating rules, the corresponding…

Physics and Society · Physics 2019-08-09 Mirko Schäfer , Fabian Hofmann , Hazem Abdel-Khalek , Anke Weidlich
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