Related papers: Detrended fluctuation analysis as a statistical to…
(Abridged) Wavelet analysis can be used to measure the power spectrum of solar wind fluctuations along a line in any direction with respect to the local mean magnetic field. This technique is applied to study solar wind turbulence in…
To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…
Extreme events provide relevant insights into the dynamics of climate and their understanding is key for mitigating the impact of climate variability and climate change. By applying large deviation theory to a state-of-the-art Earth system…
To study subregions of a turbulence velocity field, a long record of velocity data of grid turbulence is divided into smaller segments. For each segment, we calculate statistics such as the mean rate of energy dissipation and the mean…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures. Nice power-law scaling…
Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of…
Meteorological parameters, such as temperature, rainfall, pressure etc., exhibit selfsimilar space-time fractal fluctuations generic to dynamical systems in nature such as fluid flows, spread of forest fires, earthquakes, etc. The power…
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,…
Power-law correlations have been observed in packet flow over the Internet. The possible origin of these correlations includes demand for Internet services. We observe the demand for e-mail services in an organization, and analyze…
The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…
Several complicated non-linear models exist which simulate the physical processes leading to fluctuations in global climate. Some of these more advanced models use observations to constrain various parameters involved. However, they tend to…
The structure of the turbulence-driven power fluctuations in a wind farm is fundamentally described from basic concepts. A derived tuning-free model, supported with experiments, reveals the underlying spectral content of the power…
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…
Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…
Superstatistics is a general method from nonequilibrium statistical physics which has been applied to a variety of complex systems, ranging from hydrodynamic turbulence to traffic delays and air pollution dynamics. Here, we investigate…
Long-term planning of a robust power system requires the understanding of changing demand patterns. Electricity demand is highly weather sensitive. Thus, the supply side variation from introducing intermittent renewable sources, juxtaposed…
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…