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We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

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…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

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

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the…

Atmospheric and Oceanic Physics · Physics 2015-06-18 Zu-Guo Yu , Yee Leung , Yongqin David Chen , Qiang Zhang , Vo Anh , Yu Zhou

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

Due to the vulnerability of the Caribbean islands to the climate change issue, it is important to investigate the behavior of rainfall. In addition, the soil of the French West Indies Islands has been contaminated by an insecticide…

Atmospheric and Oceanic Physics · Physics 2023-11-28 J. Gomez-Gomez , T. Plocoste , E. Alexis , F. J. Jimenez-Hornero , E. Gutierrez de Rave , S. P. Nuiro

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

In this work, an analysis of multifractal parameters of daily precipitation series over the Iberian Peninsula was performed in two 30-year periods to explore whether these properties follow any pattern. Fluctuations of precipitation series…

Atmospheric and Oceanic Physics · Physics 2023-11-20 J. Gomez-Gomez , R. Carmona-Cabezas , E. Sanchez-Lopez , E. Gutierrez de Rave , F. J. Jimenez-Hornero

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…

Data Analysis, Statistics and Probability · Physics 2020-04-08 Paweł Oświęcimka , Stanisław Drożdż , Mattia Frasca , Robert Gębarowski , Natsue Yoshimura , Luciano Zunino , Ludovico Minati

We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…

Other Condensed Matter · Physics 2008-12-18 Pawel Oswiecimka , Jaroslaw Kwapien , S. Drozdz

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

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

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…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Prabir K. Patra , M. S. Santhanam , P. Manimaran , M. Takigawa , T. Nakazawa

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…

Atmospheric and Oceanic Physics · Physics 2024-08-12 Benjamin Schäfer , Catherine M. Heppell , Hefin Rhys , Christian Beck

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time…

Applications · Statistics 2018-03-14 Mohamed Laib , Jean Golay , Luciano Telesca , Mikhail Kanevski

In this paper, a systematic analysis of hourly wind speed data obtained from four potential wind generation sites in North Dakota is conducted. The power spectra of the data exhibited a power law decay characteristic of $1/f^{\alpha}$…

Statistical Mechanics · Physics 2015-06-24 Rajesh G. Kavasseri , Radhakrishnan Nagarajan

We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which…

Signal Processing · Electrical Eng. & Systems 2022-09-30 Stéphane Jaffard , Guillaume Saës , Wejdene Ben Nasr , Florent Palacin , Véronique Billat

We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot numbers on one of the climate indicators, specifically rivers, represented by river flow fluctuation for Daugava,…

Data Analysis, Statistics and Probability · Physics 2015-03-13 S. Hajian , M. Sadegh Movahed
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