Related papers: Detrended fluctuation analysis of earthquake data
Seismic data processing involves techniques to deal with undesired effects that occur during acquisition and pre-processing. These effects mainly comprise coherent artefacts such as multiples, non-coherent signals such as electrical noise,…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
The universal theory of order parameter fluctuations (delta scaling laws) is applied to a wide range of intermediate energy heavy-ion collision data obtained with INDRA. This systematic study confirms that the observed fragment production…
Most point process models for earthquakes currently in the literature assume the magnitude distribution is i.i.d. potentially hindering the ability of the model to describe the main features of data sets containing multiple earthquake…
Civil engineers use numerical simulations of a building's responses to seismic forces to understand the nature of building failures, the limitations of building codes, and how to determine the latter to prevent the former. Such simulations…
It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…
We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…
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 $\theta$…
Topological Data Analysis (TDA) is a modern approach to Data Analysis focusing on the topological features of data; it has been widely studied in recent years and used extensively in Biology, Physics, and many other areas. However,…
A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…
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…
We study seismic fluctuations in California and Hindu Kush using Diffusion Entropy Analysis (DEA), a technique designed to detect the action of crucial events in time series generated by complex dynamical systems. The time distance between…
Detrended fluctuation analysis (DFA) [1] of the volatility series has been found to be useful in dentifying possible nonlinear/multifractal dynamics in the empirical sample [2-4]. Long-range volatile correlation can be an outcome of static…
Predicting earthquakes is of the utmost importance, especially to those countries of high risk, and although much effort has been made, it has yet to be realised. Nevertheless, there is a paucity of statistical approaches in seismic studies…
We employ the Dynamical Cluster Approximation (DCA) in conjunction with the Fluctuation Exchange Approximation (FLEX) to study the Hubbard model. The DCA is a technique to systematically restore the momentum conservation at the internal…
We present an optimal detrended fluctuation analysis (DFA) and applied it to evaluate the local roughness exponent in non-equilibrium surface growth models with mounded morphology. Our method consists in analyzing the height fluctuations…
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…
Using detrended fluctuation analysis (DFA), we study the scaling properties of the volatility time series $V_i=| T_{i+1}-T_i|$ of daily temperatures $T_i$ for ten chosen sites around the globe. We find that the volatility is long range…
Here we discuss a new fast detrending method for the non-stationary RR time series used in Heart Rate Variability analysis. The described method is based on the diffusion equation, and we show numerically that it is equivalent to the widely…
Seismic waveforms contain rich information about earthquake processes, making effective data analysis crucial for earthquake monitoring, source characterization, and seismic hazard assessment. With rapid developments in deep learning, the…