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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…

Quantitative Methods · Quantitative Biology 2020-08-17 Philippe Terrier

Fault zones exhibit geometrical complexity and are often surrounded by multiscale fracture networks within their damage zones, influencing rupture dynamics and near-field ground motions. We investigate the ground-motion characteristics of…

Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…

Data Analysis, Statistics and Probability · Physics 2009-02-05 Shin-ichi Tadaki

We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view…

Data Analysis, Statistics and Probability · Physics 2009-11-13 G. R. Jafari , P. Pedram , L. Hedayatifar

The exit time statistics of experimental turbulent data is analyzed. By looking at the exit-time moments (Inverse Structure Functions) it is possible to have a direct measurement of scaling properties of the laminar statistics. It turns out…

chao-dyn · Physics 2009-10-31 L. Biferale , M. Cencini , D. Vergni , A. Vulpiani

Spatiotemporal clustering of earthquake events is a generally-established fact, and is important for designing models and assessment techniques in seismicity. Here, we investigate how this behavior can manifest in the statistical…

Geophysics · Physics 2013-07-08 Rene C. Batac , Holger Kantz

We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Paweł Oświȩcimka , Stanisław Drożdż , Marcin Forczek , Stanisław Jadach , Jarosław Kwapień

Two neurons coupled by unreliable synapses are modeled by leaky integrate-and-fire neurons and stochastic on-off synapses. The dynamics is mapped to an iterated function system. Numerical calculations yield a multifractal distribution of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Johannes Kestler , Wolfgang Kinzel

Climate change has driven the market to seek new ways of raising funds to mitigate its effects. One such innovation is the emergence of Green Bonds financial assets specifically designed to support sustainable projects. This study explores…

In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum…

Statistical Finance · Quantitative Finance 2015-06-16 Pablo Suárez-García , David Gómez-Ullate

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

In present paper, we investigate the multifractality signatures in hourly time series extracted from CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a…

The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…

Data Analysis, Statistics and Probability · Physics 2009-11-11 P. Norouzzadeh

The role of the geometric fluctuations on the multifractal properties of the local magnetization of aperiodic ferromagnetic Ising models on hierachical lattices is investigated. The geometric fluctuations are introduced by generalized…

Disordered Systems and Neural Networks · Physics 2009-10-31 E. Nogueira , R. F. S. Andrade , S. Coutinho

We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$…

Data Analysis, Statistics and Probability · Physics 2015-06-26 M. Sadegh Movahed , Evalds Hermanis

Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory…

Statistical Finance · Quantitative Finance 2015-05-30 Tian Qiu , Guang Chen , Li-Xin Zhong , Xiao-Run Wu

We use detrended fluctuation analysis (DFA) to study the dynamics of blood pressure oscillations and its feedback control in rats by analyzing systolic pressure time series before and after a surgical procedure that interrupts its control…

Biological Physics · Physics 2015-05-14 C. E. C. Galhardo , T. J. P. Penna , M. Argollo de Menezes , P. P. S. Soares

Oscillatory systems with time-delayed pulsatile feedback appear in various applied and theoretical research areas, and received a growing interest in the last years. For such systems, we report a remarkable scenario of destabilization of a…

Chaotic Dynamics · Physics 2015-05-28 Vladimir Klinshov , Leonhard Lücken , Dmitry Shchapin , Vladimir Nekorkin , Serhiy Yanchuk

Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by certain physiological control systems may be members of a…