相关论文: Multifractal Fluctuations in Seismic Interspike Se…

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…

In this work, we have studied the temporal evolution of some properties of a sample of superactive regions with the aim to single out the most significant for flare activity forecasting. We have investigated properties of 14 superactive…

Fractal grids generate turbulence by exciting many length scales of different sizes simultaneously rather than using the nonlinear cascade mechanism to obtain multi-scale structures, as it is the case for regular grids. The interest in…

We analyzed the heartbeat time series of 12 human subjects exposed to progressive central hypovolemia with lower body negative pressure. Two data processing techniques based on wavelet transforms were used to determine the change in the…

During an earthquake, part of the released elastic strain energy is dissipated within the slip zone by frictional and fracturing processes, the rest being radiated away via elastic waves. Frictional heating thus plays a crucial role in the…

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG)…

Recently, attempts have been made to take into account the fractal properties of seismicity when mapping the long-term rate of earthquakes. The paper touches upon the theoretical aspects of fractality and provides a critical analysis of its…

We focus on the importance of $q$ moments range used within multifractal detrended fluctuation analysis (MFDFA) to calculate the generalized Hurst exponent spread and multifractal properties of signals. Different orders of detrending…

Fluctuations due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes and duration times are considered. These are demonstrated to be strongly intermittent in the limit of weak pulse overlap,…

Time series are characterized by complex memory and/or distribution patterns. In this letter we show that models obeying to different statistics may equally reproduce some pattern of a time series. In particular we discuss the difference…

Human heart rate is known to display complex fluctuations. Evidence of multifractality in heart rate fluctuations in healthy state has been reported [Ivanov et al., Nature {\bf 399}, 461 (1999)]. This multifractal character could be…

Simple models for ruptures along a heterogeneous earthquake fault zone are studied, focussing on the interplay between the roles of disorder and dynamical effects. A class of models are found to operate naturally at a critical point whose…

Observations of the interstellar medium (ISM) show a complex density and velocity structure which is in part attributed to turbulence. We here present a self-contained introduction to the multifractal formalism in a microcanonical version…

Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…

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…

The statistical property of the calm times, i.e., time intervals between successive earthquakes with arbitrary values of magnitude, is studied by analyzing the seismic time series data in California and Japan. It is found that the calm…

The 11/5/2011 Lorca, Spain earthquake (Mw5.2) and related seismicity produced extensive damage in the town of Lorca and vicinity. During these earthquakes, evidence of rotations and permanent deformations in structures were observed. To…

When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…

Civil engineers use numerical simulations of a building's responses to seismic forces to understand the nature of building failures, the limitations of building codes, and how to determine the latter to prevent the former. Such simulations…

We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor's 500 stock index x(t). It is found that within the framework of multifractality, the "analogous"…