Related papers: Volatility in atmospheric temperature variability
Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…
Both global, intermediate and local scales of Climate Change have been studied extensively, but a unified diagnostic framework for examining all spatial scales concurrently has remained elusive. Here we present a new tool-set using…
Long-ranged, or power-law, behavior of correlation functions in both space and time is discussed for classical systems and for quantum systems at finite temperature, and is compared with the corresponding behavior in quantum systems at zero…
We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First, the scaling range for DFA is studied…
It is shown that global climate exhibits chaotic response to solar forcing variability in a vast range of timescales: from annual to multi-millennium. Unlike linear systems, where periodic forcing leads to periodic response, nonlinear…
The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…
The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…
Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…
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…
Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…
We perform a scaling analysis on NYSE daily returns. We show that volatility correlations are power-laws on a time range from one day to one year and, more important, that they exhibit a multiscale behaviour.
We study the effects of time-dependent substrate/film temperature in the deposition of a mesoscopically thick film using a statistical model that accounts for diffusion of adatoms without lateral neighbors whose coefficients depend on an…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
There is an ongoing debate in the literature about whether the present global warming is increasing local and global temperature variability. The central methodological issues of this debate relate to the proper treatment of normalised…
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…
We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…
We analyze the dynamics of models of warm inflation with general dissipative effects. We consider phenomenological terms both for the inflaton decay rate and for viscous effects within matter. We provide a classification of the asymptotic…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…
Comparison is carried out of the long term variation of the year averaged solar wind speed and interplanetary scintillation index with the variations of Wolf's numbers and A_P indexes of geomagnetic activity for the data of 20-24 solar…