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Related papers: Fractal Analysis of River Flow Fluctuations (with …

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We analyze the time series of the power loads of the 35 separated countries publicly sharing hourly data through ENTSO-E platform for more than 5 years. We apply the Multifractal Detrended Fluctuation Analysis for the demonstration of the…

Statistical Finance · Quantitative Finance 2017-06-05 Hynek Lavicka , Jiri Kracik

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity…

Statistical Mechanics · Physics 2009-11-07 T. Arimitsu , N. Arimitsu

The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…

Physics and Society · Physics 2015-05-20 Chao Fan , Jin-Li Guo , Yi-Long Zha

Time series of heartbeat activity of humans can exhibit long-range correlations. In this paper we show that such kind of correlations can exist for the heartbeat activity of much simpler species like Drosophila melanogaster. By means of the…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Nikolay K. Vitanov , Elka D. Yankulova

We consider the time-dependent statistical distributions of diffusive processes in relaxation to a stationary state for simple, two dimensional chaotic models based upon random walks on a line. We show that the cumulative functions of the…

Chaotic Dynamics · Physics 2013-07-15 T. Gilbert , J. R. Dorfman , P. Gaspard

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…

Data Analysis, Statistics and Probability · Physics 2009-02-05 Shin-ichi Tadaki

Power spectral density is an accepted measure of heart rate variability. Two estimators of multifractal properties: Wavelet Transform Modulus Maxima and Multifractal Detrended Fluctuation Analysis are used to investigate multifractal…

Quantitative Methods · Quantitative Biology 2007-05-23 Danuta Makowiec , Aleksandra Dudkowska , Rafal Galaska , Andrzej Rynkiewicz

This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…

Physics and Society · Physics 2026-05-06 Goran Mitevski

We derive a closed equation for the empirical concentration of colloidal particles in the presence of both hydrodynamic and direct interactions. The ensemble average of our functional Langevin equation reproduces known deterministic Dynamic…

Statistical Mechanics · Physics 2015-06-19 A. Donev , E. Vanden-Eijnden

We study the geometrical features of the order parameter's fluctuations near the critical point of mixed-order phase transitions in randomly interdependent spatial networks. In contrast to continuous transitions, where the structure of the…

Disordered Systems and Neural Networks · Physics 2023-01-04 Bnaya Gross , Ivan Bonamassa , Shlomo Havlin

We report on measurements of the transverse fluctuations of a string in a turbulent air jet flow. Harmonic modes are excited by the fluctuating drag force, at different wave-numbers. This simple mechanical probe makes it possible to measure…

Statistical Mechanics · Physics 2009-11-13 Vincent Grenard , Nicolas Garnier , Antoine Naert

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

Statistical Finance · Quantitative Finance 2013-09-24 Dariusz Grech , Grzegorz Pamuła

We report the experimental observation of $1/f$ fluctuations in three different turbulent flow configurations: the large scale velocity driven by a two-dimensional turbulent flow, the magnetic field generated by a turbulent swirling flow of…

Fluid Dynamics · Physics 2016-06-01 Johann Herault , François Pétrélis , Stephan Fauve

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…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

We investigate flow dynamics in rivers characterized by basin areas and daily mean discharge spanning different orders of magnitude. We show that the delayed increments evaluated at time scales ranging from days to months can be opportunely…

Adaptation and Self-Organizing Systems · Physics 2015-05-20 M. De Domenico , V. Latora

We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…

Data Analysis, Statistics and Probability · Physics 2017-11-22 Debajyoti Saha , Pankaj Kumar Shaw , Sabuj Ghosh , M. S. Janaki , A. N. Sekar Iyengar

We propose a mechanism to produce fluctuations in the viscosity parameter ($\alpha$) in differetially rotating discs. We carried out a nonlinear analysis of a general accretion flow, where any perturbation on the background $\alpha$ was…

High Energy Astrophysical Phenomena · Physics 2015-06-17 S. R. Rajesh , Nishant K. Singh

Fluctuation-Dissipation Relations (FDR) for a Maxwell fluid are computed via the GENERIC formalism. This formalism is determined by four building blocks, two ``potentials'' (total energy and entropy) and two ``matrices'' which determine the…

Fluid Dynamics · Physics 2007-05-23 F. Vazquez , M. A. Olivares-Robles , S. Delgado