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Magnitude and sign scaling in power-law correlated time series

Ashkenazy, Yosef; Havlin, Shlomo; Ivanov, Plamen Ch.; … - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 19-41

the scaling properties of the magnitude series and the sign series using the increment time series of cardiac interbeat …

Persistent link: https://www.econbiz.de/10010589779

Long-range correlations and trends in global climate models: Comparison with real data

Govindan, R.B.; Vjushin, Dmitry; Brenner, Stephen; … - In: Physica A: Statistical Mechanics and its Applications 294 (2001) 1, pp. 239-248

We study trends and temporal correlations in the monthly mean temperature data of Prague and Melbourne derived from four state-of-the-art general circulation models that are currently used in studies of anthropogenic effects on the atmosphere: GFDL-R15-a, CSIRO-Mk2, ECHAM4/OPYC3 and HADCM3. In...

Persistent link: https://www.econbiz.de/10010591185

Multifractal detrended fluctuation analysis of nonstationary time series

Kantelhardt, Jan W.; Zschiegner, Stephan A.; … - In: Physica A: Statistical Mechanics and its Applications 316 (2002) 1, pp. 87-114

several examples we show that the new method can reliably determine the multifractal scaling behavior of time series. By …

Persistent link: https://www.econbiz.de/10010591201

Scaling analysis of trends using DFA

Vjushin, Dmitry; Govindan, R.B.; Monetti, Roberto A.; … - In: Physica A: Statistical Mechanics and its Applications 302 (2001) 1, pp. 234-243

We study two aspects of the detrended fluctuation analysis (DFA) method, namely the scaling behavior of the leading … deviation of the leading terms of the best-fit polynomials used in DFA displays scaling behavior. Furthermore, we demonstrate …

Persistent link: https://www.econbiz.de/10010591242

Long-term persistence in the sea surface temperature fluctuations

Monetti, Roberto A.; Havlin, Shlomo; Bunde, Armin - In: Physica A: Statistical Mechanics and its Applications 320 (2003) C, pp. 581-589

We study the temporal correlations in the sea surface temperature (SST) fluctuations around the seasonal mean values in the Atlantic and Pacific Oceans. We apply a method that systematically overcome possible trends in the data. We find that the SST persistence, characterized by the correlation...

Persistent link: https://www.econbiz.de/10011058383