Detrended fluctuation analysis of three-dimensional data: application to soil X-ray CT scans

The one-, two- and three-dimensional multifractal detrended fluctuation analysis (MF-DFA) was applied to Bach's Sinfonias, which are characterized by the superposition of three different voices. Each voice, represented as a time series, can be considered as a component of a one-, two- or three-dimensional vector. The one-dimensional MF-DFA was applied to any single voice, while the two- and three-dimensional MF-DFA was applied to the couples of voices and to the triple, respectively. Each voice is characterized by a multifractal degree (MD), indicated by the range of the generalized Hurst exponents; the higher the MD, the larger the amount of heterogeneity and irregularity. Competitive scaling multifractal behaviours in Bach's Sinfonias were revealed; although one (or two) voices showed a relatively high MD, the other two voices, or voice, are characterized by a low MD. Nevertheless, the overall effect of the Sinfonia, measured by the MD of the triple, tends towards homogeneity, or at least to an average between the different competitive scaling behaviour shown by the different voices.

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Multifractal analysis of solar flare indices and their horizontal visibility graphs

Nonlinear Processes in Geophysics ◽

10.5194/npg-19-657-2012 ◽

2012 ◽

Vol 19 (6) ◽

pp. 657-665 ◽

Cited By ~ 12

Author(s):

Z. G. Yu ◽

V. Anh ◽

R. Eastes ◽

D.-L. Wang

Keyword(s):

Time Series ◽

Solar Cycle ◽

Detrended Fluctuation Analysis ◽

Multifractal Analysis ◽

Fluctuation Analysis ◽

Horizontal Visibility ◽

Multifractal Detrended Fluctuation Analysis ◽

X Ray ◽

Visibility Graphs ◽

Detrended Fluctuation

Abstract. The multifractal properties of the daily solar X-ray brightness, Xl and Xs, during the period from 1 January 1986 to 31 December 2007 which includes two solar cycles are examined using the universal multifractal approach and multifractal detrended fluctuation analysis. Then we convert these time series into networks using the horizontal visibility graph technique. Multifractal analysis of the resulting networks is performed using an algorithm proposed by us. The results from the multifractal analysis show that multifractality exists in both raw daily time series of X-ray brightness and their horizontal visibility graphs. It is also found that the empirical K(q) curves of raw time series can be fitted by the universal multifractal model. The numerical results on the raw data show that the Solar Cycle 23 is weaker than the Solar Cycle 22 in multifractality. The values of h(2) from multifractal detrended fluctuation analysis for these time series indicate that they are stationary and persistent, and the correlations in the time series of Solar Cycle 23 are stronger than those for Solar Cycle 22. Furthermore, the multifractal scaling for the networks of the time series can reflect some properties which cannot be picked up by using the same analysis on the original time series. This suggests a potentially useful method to explore geophysical data.

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