Related papers: On Estimation of Hurst Scaling Exponent through Di…
The large scale turbulent statistics of mechanically driven superfluid $^4$He was shown experimentally to follow the classical counterpart. In this paper we use direct numerical simulations to study the whole range of scales in a range of…
The factorial moments analyses are performed to study the scaling properties of the dynamical fluctuations of contacts and nodes in temporal networks based on empirical data sets. The intermittent behaviors are observed in the fluctuations…
We demonstrate that Daubechies wavelets can be used to construct a minimal set of optimized localized contracted basis functions in which the Kohn-Sham orbitals can be represented with an arbitrarily high, controllable precision. Ground…
The influence of higher-order wavelet properties on the analytic wavelet transform behavior is investigated, and wavelet functions offering advantageous performance are identified. This is accomplished through detailed investigation of the…
Using the Daubechies conditions of compact support, orthogonal, and regularity, we were able to derive bivariate scaling functions with which to reproduce linear functions (planes). We describe how to create all possible masks of refinement…
We study the fluctuation properties and return-time statistics on inhomogeneous scale-free networks using packets moving with two different dynamical rules; random diffusion and locally navigated diffusive motion with preferred edges.…
In this paper, we introduce a method performing clustering of time-series on the basis of their trend (increasing, stagnating/decreasing, and seasonal behavior). The clustering is performed using $k$-means method on a selection of…
Understanding signal behavior across scales is vital in areas such as natural phenomena analysis and financial modeling. A key property is self-similarity, quantified by the Hurst exponent (H), which reveals long-term dependencies.…
Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…
We investigate the dynamics of subsystem particle number fluctuations in a long-range system with power-law decaying hopping strength characterized by exponent $\mu$ and subjected to a local dephasing at every site. We introduce an…
It has long been conjectured that, in three dimensional turbulence, velocity modes at scales larger than the forcing scale follow equilibrium dynamics. Recent numerical and experimental evidence show that such modes share the same mean…
Identification of a transient gravitational-wave signal embedded into non-stationary noise requires the analysis of time-dependent spectral components in the resulting time series. The time-frequency distribution of the signal power can be…
S&P 500 index data sampled at one-minute intervals over the course of 11.5 years (January 1989- May 2000) is analyzed, and in particular the Hurst parameter over segments of stationarity (the time period over which the Hurst parameter is…
Hurst Exponent has been widely used in different fields as a measure of long range dependence in time series. It has been studied in hydrology and geophysics, economics and finance, and recently, it is still a hot topic in the different…
We present high-resolution direct numerical simulation studies of turbulent Rayleigh-Benard convection in a closed cylindrical cell with an aspect ratio of one. The focus of our analysis is on the finest scales of convective turbulence, in…
We perform rescaled range analysis upon the signals measured by Dual Particle Dynamical Analyzer in gas-liquid two-phase turbulent jets. A novel rescaled range analysis is proposed to investigate these unevenly sampled signals. The Hurst…
Some techniques for the study of intermittency by means of wavelet transforms, are presented on an example of synthetic turbulent signal. Several features of the turbulent field, that cannot be probed looking at standard structure function…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We use continuous wavelet transform techniques to construct the global and environment-dependent wavelet statistics, such as energy spectrum and kurtosis, to study the fluctuation and intermittency of the turbulent motion in the cosmic…
In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal…