Related papers: Multifractal Fluctuations in Seismic Interspike Se…
We report on a novel stochastic analysis of seismic time series for the Earth's vertical velocity, by using methods originally developed for complex hierarchical systems, and in particular for turbulent flows. Analysis of the fluctuations…
Fractal structure of charged particle distributions in the pseudorapidity and transverse momentum in central C-Cu collisions at 4.5A GeV/c is studied by means of intermittency approach and multifractal analysis. The modifications to take…
Electric field variations that appear before rupture have been recently studied by employing the detrended fluctuation analysis (DFA) as a scaling method to quantify long-range temporal correlations. These studies revealed that seismic…
Erraticity analysis of multiparticle production data is introduced as a way of extracting the maximum amount of information on self-similar fluctuations. It is presented as the next logical step to take beyond the intermittency analysis. An…
Complex systems, such as the power grid, are essential for our daily lives. Many complex systems display (multi-)fractal behavior, correlated fluctuations and power laws. Whether the power-grid frequency, an indicator about the balance on…
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show…
Fluctuations and structure across a wide range of spatial and temporal scales are frequently studied in the solar wind. The properties of the low-frequency fluctuations are of relevance to turbulent energy injection into the plasma and the…
Results on dynamical fluctuations of charged particles in the pseudorapidity space of central C--Cu interactions at 4.5 $A$ GeV/$c$ are performed in the transformed variables and using higher order scaled factorial moments modifyied to…
An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…
We investigate the clinical and prognostic significance of fractal dimension and detrended fluctuation analysis by comparing the group of patients with stable angina pectoris without previous myocardial infarction with the group of…
The multifractal spectra of daily foreign exchange rates for US dollar (USD), the British Pound (GBP), the Euro (Euro) and the Japanese Yen (Yen) with respect to the Indian Rupee are analysed for the period 6th January 1999 to 24th July…
A common class of methods for analyzing of multivariate time series, stationary and nonstationary, decomposes the observed series into latent sources. Methods such as principal compoment analysis (PCA), independent component analysis (ICA)…
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…
We study the fluctuations in the measured atmospheric CO2 records from several stations and show that it displays 1/f noise and multifractality. Using detrended fluctuation analysis and wavelet based methods, we estimate thescaling…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S&P500, and NASDAQ) to check whether the indexes (instead of…
The variation of fractal dimension and entropy during a damage evolution process, especially approaching critical failure, has been recently investigated. A sudden drop of fractal dimension has been proposed as a quantitative indicator of…
Stochasticity is one of the most extensively researched topics in laboratory and space plasmas since it has been successful in explaining the various anomalous processes like transport, particle heating, particle loss etc. Since there is a…
We investigate the relationship between the cumulative number of earthquakes and ground uplift at the Campi Flegrei caldera (South Italy) during the ongoing unrest (2005-present). While previous studies have explored this correlation, we…
We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…