Related papers: Evidence of crossover phenomena in wind speed data
Wind energy has an inherent intermittent character due to certain inevitable factors of nature, such as availability of wind at different weather conditions, wind direction etc. To study the intermittent character of wind energy, its daily…
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…
Order statistics of periodic, Gaussian noise with 1/f^{\alpha} power spectrum is investigated. Using simulations and phenomenological arguments, we find three scaling regimes for the average gap d_k=<x_k-x_{k+1}> between the k-th and…
The rate of metastable decay in nonequilibrium systems is expected to display scaling behavior: i.e., the logarithm of the decay rate should scale as a power of the distance to a bifurcation point where the metastable state disappears.…
Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of…
Noise of stochastic processes whose power spectrum scales at low frequencies, $f$, as $1/f$ appears in such diverse systems that it is considered universal. However, there have been a small number of instances from completely unrelated…
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,…
Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…
Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…
We study the statistical correlation functions for the three-dimensional hydrodynamic turbulence onset when the dynamics is dominated by the pancake-like high-vorticity structures. With extensive numerical simulations, we systematically…
We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with…
The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…
In recent years several local extrema based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work we study systematically the distribution of the…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
Local scaling and singularity properties of solar wind and geomagnetic time series were analysed using H\"{o}lder exponents $\alpha$. It was shown that in analysed cases due to multifractality of fluctuations $\alpha$ changes from point to…
We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
We describe the correlation structure of wind power fluctuations in a farm of 80 turbines, sampled over 5 years. We report the presence of universal, collective, and nonlinear correlations, responsible for the excess persistency and…
To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…