Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes (Phys. Rev. E 49 (1994) 1685–1989). However, recent studies have reported the susceptibility of DFA to trends [(Phys. Rev. E 64 (2001)...

Thirty-four years of data (1967–2000) are used to investigate the variability pattern relevant to air–sea interaction in the Persian Gulf. The patterns are derived using statistical techniques, such as empirical orthogonal function (EOF) and singular value decomposition (SVD). Statistical...

We use a correlation-based approach to analyze financial data from the US stock market, both daily and monthly observations from the Dow Jones. We compute the entropy based on the singular value decomposition of the correlation matrix for the components of the Dow Jones Industrial Index. Based...

The generation of a global “complexity” score for numerical series was derived from a principal components analysis of a group of nonlinear measures of experimental as well simulated series. The concept of complexity was demonstrated to be independent from other descriptors of ordered series...

In this work, the dynamical behavior of the US stock markets is characterized on the basis of the temporal variations of the Hurst exponent estimated with detrended fluctuation analysis (DFA) over moving windows for the historical Dow Jones (1928–2007) and the S&P-500 (1950–2007) daily...

Two-phase behavior of the Korean treasury bond (KTB) futures in the Korean exchange market is investigated in this study. To show that the two-phase phenomena are due to heavy-tailed behavior of distribution of price returns, actual data from the KTB futures market with shuffled data and a...

This work is devoted to the study of long correlations and other statistical properties of the Indian Market Indices in comparison to other emerging market indices. We verified that the behavior of the return is compatible with a Normalized Truncated Levy Flight. We also detected long-range...

Long-range correlations of daily relative humidity anomaly records from 191 weather stations over China during 1951–2000 are analyzed by means of fluctuation analysis (FA) and detrended fluctuation analysis (DFA). The information about trends in the relative humidity records can be obtained by...