Related papers: Fractal Analysis of River Flow Fluctuations (with …
Stride-to-stride fluctuations in human walking carry a fractal correlation structure that reverses sign under external cueing: self-paced gait is persistent, whereas metronomic or visually cued gait is anti-persistent. Three decades of…
In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting different types of multiscaling. We…
We make the comparative study of scaling range properties for detrended fluctuation analysis (DFA), detrended moving average analysis (DMA) and recently proposed new technique called modified detrended moving average analysis (MDMA). Basic…
We suggest the possibility to disentangle anisotropic flow, flow fluctuation, and nonflow using two-, four-, and six-particle azimuthal moments assuming Gaussian fluctuations. We show that such disentanglement is possible when the flow…
Two distinct models for self-similar and self-affine river basins are numerically investigated. They yield fractal aggregation patterns following non-trivial power laws in experimentally relevant distributions. Previous numerical estimates…
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…
In this manuscript we present a comprehensive study on the multifractal properties of high-frequency price fluctuations and instantaneous volatility of the equities that compose Dow Jones Industrial Average. The analysis consists about…
The power spectrum S of linear transects of the earth's topography is often observed to be a power-law function of wave number k with exponent close to -2: S(k) is proportional to k^-2. In addition, river networks are fractal trees that…
The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…
With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show…
Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power-law form for power spectra of temporal fluctuations of all scales ranging…
The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…
Interfacial fluctuations in a two-phase binary fluid mixture reveal signatures of underlying physical processes that occur within each phase and on a range of spatial and temporal scales. In this study, we investigate a model binary fluid…
Fractal decimation reduces the effective dimensionality of a flow by keeping only a (randomly chosen) set of Fourier modes whose number in a ball of radius $k$ is proportional to $k^D$ for large $k$. At the critical dimension D=4/3 there is…
Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the the average current, the situation is much less understood for higher statistics.…
Rank-Ordered Multifractal Analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of…
We describe an algorithm for simulating ultrasound propagation in random one-dimensional media, mimicking different microstructures by choosing physical properties such as domain sizes and mass densities from probability distributions. By…
The collective flow generated in relativistic heavy-ion collisions fluctuates from event to event. The fluctuations lead to a decorrelation of flow vectors measured in separate bins in phase space. These effects have been measured in…