With the integration of wind energy into electricity grids, it is becoming increasingly important to obtain accurate wind speed/power forecasts. Accurate wind speed forecasts are necessary to schedule dispatchable generation and tariffs in the day-ahead electricity market. This paper examines...

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [Z. Chen, P.Ch. Ivanov, K. Hu, H.E. Stanley, Effects of nonstationarities on detrended fluctuation analysis, Phys Rev E 65 (2002)...

Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present study investigates the impact of a positively correlated...

Surrogate testing is used widely to determine the nature of the process generating the given empirical sample. In the present study, the usefulness of phase-randomized surrogates, amplitude adjusted Fourier transform and iterated amplitude adjusted Fourier transform surrogates on statistical...

Several studies have investigated the scaling behavior in naturally occurring biological and physical processes using techniques such as detrended fluctuation analysis (DFA). Data acquisition is an inherent part of these studies and maps the continuous process into digital data. The resulting...

Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible non-linear/multifractal signatures in the given data [Y. Ashkenazy, et al. Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, et al. Physica A 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin....

Granger causality (GC) and its extension have been used widely to infer causal relationships from multivariate time series generated from biological systems. GC is ideally suited for causal inference in bivariate vector autoregressive process (VAR). A zero magnitude of the upper or lower...

Affymetrix Genechip microarrays are used widely to determine the simultaneous expression of genes in a given biological paradigm. Probes on the Genechip array are atomic entities which by definition are randomly distributed across the array and in turn govern the gene expression. In the present...

Detrended fluctuation analysis (DFA) [C.-K. Peng, S.V. Buldyrev, A.L. Goldberger, S. Havlin, F. Sciortino, M. Simons, H.E. Stanley, Nature 356 (1992) 168] of volatility series has been proposed to identify possible nonlinear/multifractal signatures in the given empirical sample [Y. Ashkenazy,...

A number of microarray studies assume gene expression data to be independent of one another. In this report, we provide evidence of correlation in cDNA microarray gene expression data using classical power spectral analysis and the sophisticated detrended fluctuation analysis (DFA). Such...