A time series can be decomposed into two sub-series: a magnitude series and a sign series. Here we analyze separately the scaling properties of the magnitude series and the sign series using the increment time series of cardiac interbeat intervals as an example. We find that time series having...

Multifractal fluctuations in the time dynamics of seismicity data have been analyzed. We investigated the interspike intervals (times between successive earthquakes) of one of the most seismically active areas of central Italy by using the Multifractal Detrended Fluctuation Analysis (MF-DFA)....

In the past five to ten years mounting evidence has arisen indicating that the large-scale spatial number density of galaxies may be governed by fractal or multifractal statistics. In this paper we extend this idea by searching for multifractal behaviour in other density fields. Namely,...

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we...

We develop a new approach to the fractal analysis of time series of various natural, technological and social processes. To compute the fractal dimension, we introduce the sequence of the minimal covers associated with a decreasing scale δ. This results in new fractal characteristics: the...

We present a stochastic model of gait rhythm dynamics, based on transitions between different “neural centers”, that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the transition (hopping) range, the model can describe alterations in...

State-of-the-art airborne lidar data of passive scalars have shown that the spatial stratification of the atmosphere is scaling: the vertical extent (Δz) of structures is typically ≈ΔxHz where Δx is the horizontal extent and Hz is a stratification exponent. Assuming horizontal isotropy, the...