Related papers: Evidence of crossover phenomena in wind speed data
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
Magnetic field variations are detected before rupture in the form of `spikes' of alternating sign. The distinction of these `spikes' from random noise is of major practical importance, since it is easier to conduct magnetic field…
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 $s_{2\times}\sim130$…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…
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,…
Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…
Fluctuations represent a major challenge for the incorporation of electric power from large wind-farms into power grids. Wind farm power output fluctuates strongly in time, over various time scales. Understanding these fluctuations,…
The size distribution of planned and forced outages and following restoration times in power systems have been studied for almost two decades and has drawn great interest as they display heavy tails. Understanding of this phenomenon has…
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy non-stationary signals. We systematically study the performance of different variants of the…
Recent data from the Auger Observatory on low energy secondary cosmic ray particles are analyzed to study temporal correlations together with data on the daily sunspot numbers and neutron monitor data. Standard spectral analysis…
Wind farms can be regarded as complex systems that are, on the one hand, coupled to the nonlinear, stochastic characteristics of weather and, on the other hand, strongly influenced by supervisory control mechanisms. One crucial problem in…
We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce three estimators of the power-law…
The time structure of more than 10 years of hourly wind data measured in one site in northern Italy from April 1996 to December 2007 is analysed. The data are recorded by the Sodar Rass system, which measures the speed and the direction of…
We study the dynamics of inertial active particles in a one-dimensional chain with harmonic nearest-neighbor interactions, highlighting the interplay of persistence, interaction, and inertial timescales. Using a Green's function approach,…
Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias…
The scaling behavior of fluctuation for a download network which we have investigated a few years ago based upon Zhang's Encophysics web page has been presented. A power law scaling, namely $\sigma \sim < f> ^ \alpha $ exists between the…
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…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…