Related papers: Detrended fluctuation analysis as a statistical to…
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison…
Using detrended fluctuation analysis (DFA), we study the scaling properties of the volatility time series $V_i=| T_{i+1}-T_i|$ of daily temperatures $T_i$ for ten chosen sites around the globe. We find that the volatility is long range…
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,…
The detrended fluctuation analysis (DFA) is extensively useful in stochastic processes to unveil the long-term correlation. Here, we apply the DFA to point processes that mimick earthquake data. The point processes are synthesized by a…
Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…
Using a Lorentz invariant deformed string/gauge duality model at finite temperature we calculate the thermal fluctuation and the corresponding linear response, verifying the fluctuation-dissipation theorem. The deformed AdS$_5$ is…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
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…
Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…
While the warming trends of the Earth's mean temperature are evident at climatological scales, the local temperature at shorter timescales are highly fluctuating. In this letter we show that the probabilities of such fluctuations are…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
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…
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…
Small-scale fluctuations of different tracers of the interstellar the medium can be used to study the nature of turbulence in astrophysical scales. Of these, the `continuum' emission traces the fluctuations integrated along the line of…
Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation…
The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…
Thermodynamic parameters such as temperature and pressure can be defined from the statistical behavior of a system. Therefore, thermal fluctuation is an inseparable characteristic of these parameters which eventually finds its way into…
An estimate of the net direction of climate interactions in different geographical regions is made by constructing a directed climate network from a regular latitude-longitude grid of nodes, using a directionality index (DI) based on…
Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…
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…