相关论文: Multifractal Fluctuations in Seismic Interspike Se…
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…
The collective behavior of dislocations in jerky flow is studied in Al-Mg polycrystalline samples subjected to constant strain rate tests. Complementary dynamical, statistical and multifractal analyses are carried out on the stress-time…
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…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
Detrended fluctuation analysis (DFA) [1] of the volatility series has been found to be useful in dentifying possible nonlinear/multifractal dynamics in the empirical sample [2-4]. Long-range volatile correlation can be an outcome of static…
We investigate the sequence of great earthquakes over the past century. To examine whether the earthquake record includes temporal clustering, we identify aftershocks and remove those from the record. We focus on the recurrence time,…
Detrended Fluctuation Analysis (DFA), suitable for the analysis of nonstationary time series, is used to investigate power law in some of the Bach's pitches series. Using DFA method, which also is a well-established method for the detection…
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…
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,…
We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…
In this work, a multifractal framework is proposed to investigate the effects of current sheets in solar wind turbulence. By using multifractal detrended fluctuation analysis coupled with surrogate methods and volatility, two solar wind…
Dynamic Complexity is a phenomenon exhibited by a nonlinearly interacting system within which multitudes of different sizes of large scale coherent structures emerge, resulting in a globally nonlinear stochastic behavior vastly different…
We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). The time series of the axial flow velocity averaged over a cardiac beat interval is found to exhibit clear…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
Our understanding of earthquakes is based on the theory of plate tectonics. Earthquake dynamics is the study of the interactions of plates (solid disjoint parts of the lithosphere) which produce seismic activity. Over the last about fifty…
Due to the vulnerability of the Caribbean islands to the climate change issue, it is important to investigate the behavior of rainfall. In addition, the soil of the French West Indies Islands has been contaminated by an insecticide…
We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…
We present a study on the spatio-temporal pattern underlying the climate dynamics in various locations spread over India, including the Himalayan region, coastal region, central and northeastern parts of India. We try to capture the…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…