Related papers: On Estimation of Hurst Scaling Exponent through Di…
We study the scaling of fluctuations with the mean of traffic in complex networks using a model where the arrival and departure of "packets" follow exponential distributions, and the processing capability of nodes is either unlimited or…
We present algorithms to numerically evaluate Daubechies wavelets and scaling functions to high relative accuracy. These algorithms refine the suggestion of Daubechies and Lagarias to evaluate functions defined by two-scale difference…
We extend the analysis of [Zhou and Sornette, Physica D 165, 94-125, 2002] showing statistically significant log-periodic corrections to scaling in the moments of the energy dissipation rate in experiments at high Reynolds number ($\approx…
Direct numerical simulations (DNS) of turbulent channel flows up to $Re_{\tau} \approx 1000$ are conducted to investigate the three-dimensional (consisting of streamwise wavenumber, spanwise wavenumber and frequency) spectrum of wall…
Small-scale fluctuations of different tracers of the interstellar the medium can be used to study the nature of turbulence in astrophysical scales. Of these, the `continuum' emission traces the fluctuations integrated along the line of…
We investigate the use of the Hurst exponent, dynamically computed over a moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bailed-out as a consequence of the 2007-2010 credit crisis show…
In this work, a study of epitaxial growth was carried out by means of wavelets formalism. We showed the existence of a dynamic scaling form in wavelet discriminated linear MBE equation where diffusion and noise are the dominant effects. We…
An exact solution is introduced for one dimensional space-fractional Edwards-Wilkinson equation. It is shown that the roughness obeys the Family-Viscek dynamic scaling form and the scaling exponents is derived. It is seen that the scaling…
Oil price data have a complicated multi-scale structure that may vary with time. We use time-frequency analysis to identify the main features of these variations and, in particular, the regime shifts. The analysis is based on a…
Turbulent dynamics generate random fluctuations in density and velocity in the Interstellar Medium (ISM) of spiral and dwarf galaxies. Observationally, H~{\sc i} 21-cm radiation provides a good probe of these stochastic processes and helps…
The power spectrum of HI intensity fluctuation of the interstellar medium carries information of the turbulence dynamics therein. We present a method to estimate the power spectrum of HI intensity fluctuation using radio interferometric…
Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
We show how frequency fluctuations of a vibrational mode can be separated from other sources of phase noise. The method is based on the analysis of the time dependence of the complex amplitude of forced vibrations. The moments of the…
A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic…
Waves propagating through a weakly scattering random medium show a pronounced branching of the flow accompanied by the formation of freak waves, i.e., extremely intense waves. Theory predicts that this strong fluctuation regime is…
The Solar Orbiter (SO) mission provides the opportunity to study the evolution of solar wind turbulence. We use SO observations of nine extended intervals of homogeneous turbulence to determine when turbulent magnetic field fluctuations may…
We compute the frequency spectrum of turbulent superfluid vortex density fluctuations and obtain the same Kolmogorov scaling which has been observed in a recent experiment in Helium-4. We show that the scaling can be interpreted in terms of…
High frequency wind time series measured at different heights from the ground (from 1.5 to 25.5 meters) in an urban area were investigated by using the variance of the coefficients of their wavelet transform. Two ranges of scales were…
In analogy with steerable wavelets, we present a general construction of adaptable tight wavelet frames, with an emphasis on scaling operations. In particular, the derived wavelets can be "dilated" by a procedure comparable to the operation…