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Related papers: Multifractal nature of seismic sequences distribut…

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Around 90% of the earthquakes in the world occur at the circum-Pacific belt referred to as the Pacific Ring of Fire exposing the countries in this region to high risk of earthquake hazards. We model fluctuations of the different seismic…

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…

Astrophysics of Galaxies · Physics 2018-05-21 A. Bewketu Belete , J. P. Bravo , B. L. Canto Martins , I. C. Leão , J. M. De Araujo , J. R. De Medeiros

Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…

Atmospheric and Oceanic Physics · Physics 2017-08-17 Provash Mali

Multifractal fluctuations in the time dynamics of seismicity data have been analyzed. We investigated the interspike intervals (times between successive earthquakes) of one of the most seismically active areas of central Italy by using the…

Statistical Mechanics · Physics 2009-11-11 Luciano Telesca , Vincenzo Lapenna , Maria Macchiato

In the present paper, we analyze the signatures of long-range persistence in seismic sequences along Circum-Pacific subduction zones, from Chile to Kermadec, extracted from the National Earthquake Information Center (NEIC) catalog. This…

Geophysics · Physics 2019-12-05 D. B. de Freitas , G. S. França , T. Scheerer , C. Vilar , R. Silva

The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…

Earth and Planetary Astrophysics · Physics 2013-12-13 H. J. Tanna , K. N. Pathak

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

Recently, attempts have been made to take into account the fractal properties of seismicity when mapping the long-term rate of earthquakes. The paper touches upon the theoretical aspects of fractality and provides a critical analysis of its…

Geophysics · Physics 2019-05-08 G. M. Molchan

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

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

We present a multifractal analysis of Mount St. Helens seismic activity during 1980-2002. The seismic time distribution is studied in relation to the eruptive activity, mainly marked by the 1980 major explosive eruptions and by the…

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses…

Data Analysis, Statistics and Probability · Physics 2008-12-02 A. Ganchuk , V. Derbentsev , V. Soloviev

Scattering of seismic waves can reveal subsurface structures but usually in a piecemeal way focused on specific target areas. We used a manifold learning algorithm called "the Sequencer" to simultaneously analyze thousands of seismograms of…

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

Scaling analysis of seismicity in the space-time-magnitude domain very often starts from the relation N(m,L)=a(L)*10**(-bm)*L**c for the rate of seismic events of magnitude M>m in an area of size L. There are some evidences in favor of…

Geophysics · Physics 2007-05-23 G. Molchan , T. Kronrod

Our understanding of earthquakes is based on the theory of plate tectonics. Earthquake dynamics is the study of the interactions of plates (solid disjoint parts of the lithosphere) which produce seismic activity. Over the last about fifty…

Geophysics · Physics 2009-06-11 Pathikrit Bhattacharya , Bikas K. Chakrabarti , Kamal , Debashis Samanta

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

In this paper, we used the Global Catalog of the National Earthquake Information Center US Geological Survey (NEIC USGS) for analysis of the magnitude-frequency distribution of earthquakes. We selected the unimodal part of the distribution…

Geophysics · Physics 2019-12-03 A. V. Guglielmi

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh
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