A major issue in financial economics is the behaviour of stock returns over long horizons. This study provides empirical evidence of the long-range behaviour of various speculative returns. Using different techniques such as R/S and modified R/S analysis, detrended fluctuation analysis (DFA),...

This work examines the presence of a partisan effect in the US markets over different presidential periods. The analysis is based on the computation of the fractal scaling dynamics of the Dow Jones Industrial Average by means of the detrended fluctuation analysis. The results indicated the...

Scaling behaviors in monthly streamflow and Standardized Streamflow Index (SSI) of 11 gauging stations in Ebro basin (Spain) were analyzed: four located in the mainstream and seven in tributaries. The time span is from 1950 to 2005. The methods used are the power spectrum and the detrended...

The notion of measure representation of protein sequences is introduced based on the detailed HP model. Multifractal analysis and detrended fluctuation analysis are then performed on the measure representations of a large number of long protein sequences. It is concluded that these protein...

We study the effects of Parkinson's disease (PD) on the long-term fluctuation and phase synchronization properties of gait timing (series of interstride intervals) as well as gait force profiles (series characterizing the morphological changes between the steps). We find that the fluctuations in...

The correlation structures in 15 Bach’s sinfonias were analyzed. Each sinfonia is characterized by the superposition of three voices. Each voice is a sequence of pitches. Each voice was transformed in a time series, in which the sampling time was given by the smallest pitch duration in that...

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)...

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....