Related papers: Fractal Analysis of River Flow Fluctuations (with …
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…
In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes without any assumption on the specific form of the…
Fractal channels have significant applications in fields such as microfluidic chips and in vitro diagnostics. However, there is currently insufficient understanding and recognition of fluid flow within fractal channels. In this paper, the…
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…
Statistics of the Hurst scaling exponents calculated with the use of two methods: recently introduced Detrended Moving Average Analysis(DMA) and Detrended Fluctuation Analysis (DFA)are compared. Analysis is done for artificial stochastic…
It is already known that both auditory and visual stimulus is able to convey emotions in human mind to different extent. The strength or intensity of the emotional arousal vary depending on the type of stimulus chosen. In this study, we try…
Multifractal properties of the energy time series of short $\alpha$-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique ({\it{multifractal detrended fluctuation analysis}}). Estimates for…
We propose that flow fluctuations have the same origin as transverse momentum fluctuations. The common source of these fluctuations is the spatially inhomogeneous initial state that drives hydrodynamic flow. Longitudinal correlations from…
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,…
Fractal behaviour, i.e. scale invariance in spatio-temporal dynamics, have been found to describe and model many systems in nature, in particular fluid mechanics and geophysical related geometrical objects, like the convective boundary…
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…
Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…
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…
Current-voltage measurements of type-II superconductors are described by a coarse-grained model of superconducting vortex dynamics. We find that the power spectra of the voltage fluctuations, and the noise power, are related to the large…
The inverse diffusion flame (IDF) can experience thermoacoustic instability due to variations in power input or flow conditions. However, the dynamical transitions in IDF that lead to this instability when altering control parameters have…
In this paper we present a detailed statistical analysis related to the characterization of the spatial and temporal fluctuations present in the rainfall patterns of North-East region ($26.05^{\circ}N-26.95^{\circ}N$,…
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
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 Landau-Lifshitz fluctuating hydrodynamics is used to study the statistical properties of the linearized Kolmogorov flow. The relative simplicity of this flow allows a detailed analysis of the fluctuation spectrum from near equilibrium…