Related papers: Volatility in atmospheric temperature variability
We use several variants of the detrended fluctuation analysis to study the appearance of long-term persistence in temperature records, obtained at 95 stations all over the globe. Our results basically confirm earlier studies. We find that…
We test the scaling performance of seven leading global climate models by using detrended fluctuation analysis. We analyse temperature records of six representative sites around the globe simulated by the models, for two different…
We review recent results on the appearance of long-term persistence in climatic records and their relevance for the evaluation of global climate models and rare events.The persistence can be characterized, for example, by the correlation…
Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…
We analyze European temperature variability from station data with the method of detrended fluctuation analysis. This method is known to give a scaling exponent indicating long range correlations in time for temperature anomalies. However,…
Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…
Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…
In a recent letter [K. Fraedrich and R. Blender, Phys. Rev. Lett. 90, 108501 (2003)], Fraedrich and Blender studied the scaling of atmosphere and ocean temperature. They analyzed the fluctuation functions F(s) ~ s^alpha of monthly…
We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price changes. We analyze (a) the S&P 500 stock index for the…
Scale invariance property in the global geometry of Earth may lead to a coupled interactive behaviour between various components of the climate system. One of the most interesting correlations exists between spatial statistics of the global…
Detrended fluctuation analysis is used to investigate correlations between the monthly average of the maximum daily temperatures for different locations in the continental US and the different climates these locations have. When we plot the…
Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…
We determine analytically the dependence of the approach to thermal equilibrium of strongly coupled plasmas on the breaking of scale invariance. The theories we consider are the holographic duals to Einstein gravity coupled to a scalar with…
Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…
Climate change is a massive multidimensional shift. Temperature shifts, in particular, have important implications for urbanization, agriculture, health, productivity, and poverty, among other things. While much research has documented…
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy non-stationary signals. We systematically study the performance of different variants of the…
We revisit the problem of inelastic times governing the temperature behavior of the weak localization correction and mesoscopic fluctuations in one- and two-dimensional systems. It is shown that, for dephasing by the electron electron…
We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis…
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…