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We present a brief introduction to the statistical properties of systems with large fluctuations. We point out that for such systems the relevant statistical quantities are scaling exponents and the nature of fluctuations is completely…

Astrophysics · Physics 2007-05-23 Francesco Sylos Labini , Andrea Gabrielli

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama

Due to the vulnerability of the Caribbean islands to the climate change issue, it is important to investigate the behavior of rainfall. In addition, the soil of the French West Indies Islands has been contaminated by an insecticide…

Atmospheric and Oceanic Physics · Physics 2023-11-28 J. Gomez-Gomez , T. Plocoste , E. Alexis , F. J. Jimenez-Hornero , E. Gutierrez de Rave , S. P. Nuiro

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

Experimental data are presented on particle correlations and fluctuations in various high-energy multiparticle collisions, with special emphasis on evidence for scaling-law evolution in small phase-space domains. The notions of…

High Energy Physics - Phenomenology · Physics 2009-10-28 E. A. De Wolf , I. M. Dremin , W. Kittel

The spectrum and statistics of the cosmic microwave background radiation (CMBR) are investigated under the hypothesis that scale invariance of the primordial density fluctuations should be promoted to full conformal invariance. As in the…

Astrophysics · Physics 2008-11-26 I. Antoniadis , P. O. Mazur , E. Mottola

We analyse the statistical distribution function for the height fluctuations of brittle fracture surfaces using extensive experimental data sampled on widely different materials and geometries. We compare a direct measurement of the…

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

Quantitative Methods · Quantitative Biology 2020-08-17 Philippe Terrier

A comprehensive understanding of the behaviours of the various geophysical processes and an effective evaluation of time series (else referred to as "stochastic") simulation models require, among others, detailed investigations across…

Applications · Statistics 2023-03-06 Georgia Papacharalampous , Hristos Tyralis , Yannis Markonis , Martin Hanel

We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…

Fluid Dynamics · Physics 2012-12-03 Lei Liu , Fei Hu

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time…

Applications · Statistics 2018-03-14 Mohamed Laib , Jean Golay , Luciano Telesca , Mikhail Kanevski

Intermittent magnetohydrodynamical turbulence is most likely at work in the magnetized solar atmosphere. As a result, an array of scaling and multi-scaling image-processing techniques can be used to measure the expected self-organization of…

Astrophysics · Physics 2007-05-23 Manolis K. Georgoulis

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West

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

We review a range of stastistical methods for analyzing the structures of star clusters, and derive a new measure ${\cal Q}$ which both quantifies, and distinguishes between, a (relatively smooth) large-scale radial density gradient and…

Astrophysics · Physics 2009-11-10 Annabel Cartwright , Anthony P Whitworth

In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This…

Atmospheric and Oceanic Physics · Physics 2023-07-19 Luciano Zunino , Damián Gulich , Gustavo Funes , Aziz Ziad

Topography is the expression of both internal and external processes of a planetary body. Thus hypsometry (the study of topography) is a way to decipher the dynamic of a planet. For that purpose, the statistics of height and slopes may be…

Earth and Planetary Astrophysics · Physics 2018-10-10 François Landais , Frédéric Schmidt , Shaun Lovejoy

Multifractal properties of the energy time series of short $\alpha$-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique ({\it{multifractal detrended fluctuation analysis}}). Estimates for…

Biological Physics · Physics 2010-01-13 P. H. Figueirêdo , E. Nogueira , M. A. Moret , Sérgio Coutinho

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…

Data Analysis, Statistics and Probability · Physics 2020-02-03 Pouya Manshour

Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identification of the Hurst distribution (in particular, the scaling…

Methodology · Statistics 2025-01-31 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt