Related papers: Relation between Magnitude Series Correlations and…
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, $u_i$, can be detected and quantified by studying the correlations in the magnitude series $|u_i|$, i.e., the ``volatility''. However,…
We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range…
The correlation properties of the magnitudes of a time series (sometimes called volatility) are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here, we have obtained analytically…
This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…
The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from 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…
In this article, addressing large $n$ systems, we report that in numerous systems hosting long and short range interactions, multiple correlation lengths may appear. The largest correlation lengths often monotonically increase with…
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…
We analyze the effects of intersite energy correlations on the linear optical properties of one-dimensional disordered Frenkel exciton systems. The absorption line width and the factor of radiative rate enhancement are studied as a function…
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…
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…
We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…
A multifractal-like representation for multi-time multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of…
We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased…
In this paper, we study long-term correlations and multifractal properties elaborated from time series of three-phase current signals coming from an industrial electric arc furnace plant. Implicit sinusoidal trends are suitably detected by…
We apply power series expansion to symmetric multi-well oscillators bounded by two infinite walls. The spectrum and expectation values obtained are compared with available exact and approximate values for the unbounded ones. It is shown…
We report evidence of a deep interplay between cross-correlations hierarchical properties and multifractality of New York Stock Exchange daily stock returns. The degree of multifractality displayed by different stocks is found to be…
We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…
Maximum-length sequences (m-sequences for short) over finite fields are generated by linear feedback shift registers with primitive characteristic polynomials. These sequences have nice mathematical structures and good randomness properties…
We obtain exact results for correlation functions of primary operators in the two-dimensional conformal field theory of a scalar field interacting with a critical periodic boundary potential. Amplitudes involving arbitrary bulk discrete…