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Related papers: Evidence of crossover phenomena in wind speed data

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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

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Kun Hu , Plamen Ch. Ivanov , Zhi Chen , Pedro Carpena , H. Eugene Stanley

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

Quantitative Methods · Quantitative Biology 2015-12-09 Robert Ton , Andreas Daffertshofer

We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the…

Data Analysis, Statistics and Probability · Physics 2011-02-16 M. Sadegh Movahed , G. R. Jafari , F. Ghasemi , Sohrab Rahvar , M. Reza Rahimi Tabar

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…

Data Analysis, Statistics and Probability · Physics 2021-07-28 Takumi Kataoka , Tomoshige Miyaguchi , Takuma Akimoto

We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…

Data Analysis, Statistics and Probability · Physics 2017-11-22 Debajyoti Saha , Pankaj Kumar Shaw , Sabuj Ghosh , M. S. Janaki , A. N. Sekar Iyengar

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first…

Fluid Dynamics · Physics 2011-07-20 Y. X. Huang , F. G. Schmitt , J. -P. Hermand , Y. Gagne , Z. M. Lu , Y. L. Liu

Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…

Chaotic Dynamics · Physics 2009-06-05 N. K. Das , R. K. Bhandari , P. Sen , B. Sinha

The complexity of the atmosphere endows it with the property of turbulence by virtue of which, wind speed variations in the atmospheric boundary layer (ABL) exhibit highly irregular fluctuations that persist over a wide range of temporal…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Rajesh G. Kavasseri † ~ , Radhakrishnan Nagarajan

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…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

We analyze offshore wind speeds with a time resolution of one second over a long period of 20 months for different heights above the sea level. Energy spectra extending over more than seven decades give a comprehensive picture of wind…

Fluid Dynamics · Physics 2023-10-20 So-Kumneth Sim , Joachim Peinke , Philipp Maass

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can…

Statistical Finance · Quantitative Finance 2015-03-19 Zhi-Qiang Jiang , Wei-Xing Zhou

We analyze the statistical properties of a temporal point process driven by a confined fractional Brownian motion. The event count distribution and power spectral density of this non--Markovian point process exhibit power--law scaling. We…

Statistical Mechanics · Physics 2022-08-31 Aleksejus Kononovicius , Rytis Kazakevičius , Bronislovas Kaulakys

We report the experimental observation of $1/f^{\alpha}$ noise in quasi-bidimensionnal turbulence of an electromagnetically forced flow. The large scale velocity $U_L$ exhibits this power-law spectrum with $\alpha \simeq 0.7$ over a range…

Fluid Dynamics · Physics 2016-06-01 Johann Herault , François Pétrélis , Stephan Fauve

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…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…

Medical Physics · Physics 2009-11-10 J. C. Echeverria , M. S. Woolfson , J. A. Crowe , B. R. Hayes-Gill , G. D. H. Croaker , H. Vyas

In this paper, high frequency wind time series measured at different heights from the ground (from 5.5 to 25.5 meters) in an urban area were investigated. The spectrum of each series is characterized by a power-law behaviour at low…

Applications · Statistics 2019-06-17 Luciano Telesca , Mohamed Laib , Fabian Guignard , Dasaraden Mauree , Mikhail Kanevski

The superfamily phenomenon of time series with different dynamics can be characterized by the motif rank patterns observed in the nearest-neighbor networks of the time series in phase space. However, the determinants of superfamily…

Statistical Finance · Quantitative Finance 2010-11-22 Chuang Liu , Wei-Xing Zhou

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…

Data Analysis, Statistics and Probability · Physics 2015-12-09 Jaroslaw Kwapien , Pawel Oswiecimka , Stanislaw Drozdz

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…

Statistical Mechanics · Physics 2009-11-07 R. B. Govindan , A. Bunde , S. Havlin
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