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We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detrended fluctuation analysis (MF-DFA) method and is quite…

Chaotic Dynamics · Physics 2008-04-16 P. Manimaran , Prasanta K. Panigrahi , Jitendra C. Parikh

Under decompression, disordered solids undergo an unjamming transition where they become under-coordinated and lose their structural rigidity. The mechanical and vibrational properties of these materials have been an object of theoretical,…

Soft Condensed Matter · Physics 2024-01-17 Julia A. Giannini , Edan Lerner , Francesco Zamponi , M. Lisa Manning

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

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

We compare the spectral properties of long meteorological temperature records with laboratory measurements in small convection cells. Surprisingly, the atmospheric boundary layer sampled on a daily scale shares the statistical properties of…

Disordered Systems and Neural Networks · Physics 2009-10-30 I. M. Jánosi , G. Vattay , A. Harnos

The geometry of fracture patterns in a dilute elastic network is explored using molecular dynamics simulation. The network in two dimensions is subjected to a uniform strain which drives the fracture to develop by the growth and coalescence…

Condensed Matter · Physics 2015-06-25 P. Ray , G. Date

The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a…

High Energy Physics - Theory · Physics 2025-11-04 Christof Schmidhuber

Fluctuations of isolated and pairs of ascending steps of monoatomic height are studied in the framework of SOS models, using mainly Monte Carlo techniques. Below the roughening transistion of the surface, the profiles of long steps show the…

Statistical Mechanics · Physics 2009-11-07 W. Selke , F. Szalma , J. S. Hager

For a long time, many methods are developed to make temporal signal analyses based on time series. However, for geographical systems, spatial signal analyses are as important as temporal signal analyses. Nonstationary spatial and temporal…

Physics and Society · Physics 2020-12-29 Yanguang Chen , Yuqing Long

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

Recent data from the Auger Observatory on low energy secondary cosmic ray particles are analyzed to study temporal correlations together with data on the daily sunspot numbers and neutron monitor data. Standard spectral analysis…

Solar and Stellar Astrophysics · Physics 2015-06-11 Carlos A. García Canal , Carlos Hojvat , Tatiana Tarutina

Collisionless suspensions of inertial particles (finite-size impurities) are studied in 2D and 3D spatially smooth flows. Tools borrowed from the study of random dynamical systems are used to identify and to characterise in full generality…

Chaotic Dynamics · Physics 2007-05-23 Jeremie Bec

From the events generated from the MC code of a multi-phase transport (AMPT) model with string melting, the properties of multiplicity fluctuations of charged particles in Pb-Pb collisions at $\sqrt{s_{\mathrm{NN}}}=\rm{~2.76 \,TeV}$ are…

High Energy Physics - Phenomenology · Physics 2018-10-31 Rohni Sharma , Ramni Gupta

Aggregation of ice crystals is a key process governing precipitation. Individual ice crystals exhibit considerable diversity of shape, and a wide range of physical processes could influence their aggregation; despite this we show that a…

Atmospheric and Oceanic Physics · Physics 2015-06-26 C. D. Westbrook , R. C. Ball , P. R. Field , A. J. Heymsfield

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

Recent studies provide evidence for the multi-scale nature of magnetic turbulence in the plasma sheet. Wavelet methods represent modern time series analysis techniques suitable for the description of statistical characteristics of…

Space Physics · Physics 2016-09-08 W. Baumjohann , R. Nakamura , A. Runov , M. Volwerk , T. L. Zhang , A. Balogh

Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are…

Methodology · Statistics 2022-05-13 Gloria Buriticá , Philippe Naveau

Clouds in observations are fractals: they show self-similarity across scales ranging from one to 1000 km. This includes individual storms and large-scale cloud structures typical of organised convection. It is not known whether global…

Atmospheric and Oceanic Physics · Physics 2022-01-05 Hannah M. Christensen , Oliver G. A. Driver

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

Aeolian transport of sand and dust is driven by turbulent winds that fluctuate over a broad range of temporal and spatial scales. However, commonly used aeolian transport models do not explicitly account for such fluctuations, likely…

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