Quantifying Fractal Dynamics of Metallogenic Systems with Detrended Fluctuation Analysis

2012 ◽  
Vol 249-250 ◽  
pp. 26-30 ◽  
Author(s):  
Li Wan ◽  
Peng Chen ◽  
Zhao Xian Gong
Keyword(s):  
Long Range ◽  
Scale Invariance ◽  
Detrended Fluctuation Analysis ◽  
Dynamic Mechanism ◽  
Fluctuation Analysis ◽  
Fractional Dynamics ◽  
Scaling Exponents ◽  
Range Correlation ◽  
Detrended Fluctuation

In this paper, we analysed fractional dynamics behavior in metallogenic elements grade series, using detrended fluctuation analysis (DFA), with the objective to explore and understand the underlying dynamic mechanism. Our results show that the metallogenic elements grade series are the scale invariance and the long-range correlation. As in the case of element grade dynamics, the DFA scaling exponents can be used to discriminate mineral intensity.

scholarly journals Comparative Multifractal Detrended Fluctuation Analysis of Heavy Ion Interactions at a Few GeV to a Few Hundred GeV

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Gopa Bhoumik ◽  
Argha Deb ◽  
Swarnapratim Bhattacharyya ◽  
Dipak Ghosh
Keyword(s):  
Long Range ◽  
Detrended Fluctuation Analysis ◽  
Heavy Ion ◽  
Projectile Energy ◽  
Fluctuation Analysis ◽  
Data Set ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Range Correlation ◽  
Multifractal Property ◽  
Detrended Fluctuation

We have studied the multifractality of pion emission process in16O-AgBr interactions at 2.1 AGeV  and  60 AGeV,12C-AgBr  and  24Mg-AgBr interactions at 4.5 AGeV, and32S-AgBr interactions at 200 AGeV using Multifractal Detrended Fluctuation Analysis (MFDFA) method which is capable of extracting the actual multifractal property filtering out the average trend of fluctuation. The analysis reveals that the pseudorapidity distribution of the shower particles is multifractal in nature for all the interactions; that is, pion production mechanism has inbuilt multiscale self-similarity property. We have employed MFDFA method for randomly generated events for32S-AgBr interactions at 200 AGeV. Comparison of expt. results with those obtained from randomly generated data set reveals that the source of multifractality in our data is the presence of long range correlation. Comparing the results obtained from different interactions, it may be concluded that strength of multifractality decreases with projectile mass for the same projectile energy and for a particular projectile it increases with energy. The values of ordinary Hurst exponent suggest that there is long range correlation present in our data for all the interactions.

MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS OF ELECTRIC LOAD SERIES

Fractals ◽  
2015 ◽  
Vol 23 (02) ◽  
pp. 1550010 ◽  
Author(s):  
XIAOHUI YUAN ◽  
BIN JI ◽  
YANBIN YUAN ◽  
YUEHUA HUANG ◽  
XIANSHAN LI ◽  
...  
Keyword(s):  
Time Series ◽  
Long Range ◽  
Detrended Fluctuation Analysis ◽  
Quadratic Function ◽  
Fluctuation Analysis ◽  
Electric Load ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Range Correlation ◽  
Detrended Fluctuation ◽  
Multifractal Nature

Multifractal detrended fluctuation analysis (MF-DFA) method is applied to analyze the daily electric load time series. The results of the MF-DFA show that there are three crossover timescales at seven days, 15 days and 365 days approximately in the fluctuation function. Also we find that these fluctuations have multifractal nature with long range correlation behavior. The multifractal singularity spectrum of the daily electric load series has been fitted by the quadratic function model. Comparing the MF-DFA results of the original load series with those of shuffled and surrogate series, it concludes that the multifractal characteristics of the daily electric load time series is due to both broadness of the probability density function and long-range correlation, and the long-range correlation is dominant.

THE ORTHOGONAL V-SYSTEM DETRENDED FLUCTUATION ANALYSIS

2011 ◽  
Vol 10 (02) ◽  
pp. 189-206 ◽  
Author(s):  
AIJING LIN ◽  
PENGJIAN SHANG ◽  
HUI MA
Keyword(s):  
Long Range ◽  
Power Law ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Smoothing Algorithm ◽  
Scaling Exponents ◽  
Long Range Correlations ◽  
Piecewise Function ◽  
Robust Techniques ◽  
Detrended Fluctuation

The Detrended Fluctuation Analysis (DFA) and its extensions (MF-DFA) have been proposed as robust techniques to determine possible long-range correlations in self-affine signals. However, many studies have reported the susceptibility of DFA to trends which give rise to spurious crossovers and prevent reliable estimations of the scaling exponents. Lately, several modifications of the DFA method have been reported with many different techniques for eliminating the monotonous and periodic trends. In this study, a smoothing algorithm based on the Orthogonal V-system (OVS) is proposed to minimize the effect of power-law trends, periodic trends, assembled trends and piecewise function trends. The effectiveness of the new method is demonstrated on monofractal data and multifractal data corrupted with different trends.

scholarly journals Effect of Trends on Detrended Fluctuation Analysis of Precipitation Series

2010 ◽  
Vol 2010 ◽  
pp. 1-15 ◽  
Author(s):  
Jianhai Yue ◽  
Xiaojun Zhao ◽  
Pengjian Shang
Keyword(s):  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Precipitation Series ◽  
Scaling Exponents ◽  
Scaling Properties ◽  
Original Series ◽  
Range Correlation ◽  
Before And After ◽  
Periodic Trend ◽  
Detrended Fluctuation

We use detrended fluctuation analysis (DFA) method to detect the long-range correlation and scaling properties of daily precipitation series of Beijing from 1973 to 2004 before and after adding diverse trends to the original series. The correlation and scaling properties of the original series are difficult to analyze due to existing crossovers. The effects of the coefficient and the power of the added trends on the scaling exponents and crossovers of the series are tested. A crossover is found to be independent of the added trends, which arises from the intrinsic periodic trend of the precipitation series. However, another crossover caused by the multifractal vanishes with the increasing power of added trends.

MULTIFRACTAL STRUCTURE OF PSEUDORAPIDITY AND AZIMUTHAL DISTRIBUTIONS OF THE SHOWER PARTICLES IN Au + Au COLLISIONS AT 200 A GeV

2008 ◽  
Vol 23 (18) ◽  
pp. 2809-2816 ◽  
Author(s):  
Y. X. ZHANG ◽  
W. Y. QIAN ◽  
C. B. YANG
Keyword(s):  
Long Range ◽  
Detrended Fluctuation Analysis ◽  
Correlation Property ◽  
Fluctuation Analysis ◽  
Analysis Method ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Range Correlation ◽  
Detrended Fluctuation

This paper analyzes the long-range correlation property and the corresponding multifractal structure of the distribution of shower particles in central Au + Au collisions at 200 A GeV by using the Multifractal Detrended Fluctuation Analysis method. The result shows that the pseudorapidity and azimuthal distributions of shower particles are multifractals in those collisions.

scholarly journals Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis

Symmetry ◽  
2020 ◽  
Vol 12 (7) ◽  
pp. 1157
Author(s):  
Faheem Aslam ◽  
Saima Latif ◽  
Paulo Ferreira
Keyword(s):  
Time Series ◽  
Long Range ◽  
Stock Markets ◽  
Detrended Fluctuation Analysis ◽  
Financial Time Series ◽  
Long Range Dependence ◽  
Fluctuation Analysis ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Financial Time ◽  
Detrended Fluctuation

The use of multifractal approaches has been growing because of the capacity of these tools to analyze complex properties and possible nonlinear structures such as those in financial time series. This paper analyzes the presence of long-range dependence and multifractal parameters in the stock indices of nine MSCI emerging Asian economies. Multifractal Detrended Fluctuation Analysis (MFDFA) is used, with prior application of the Seasonal and Trend Decomposition using the Loess (STL) method for more reliable results, as STL separates different components of the time series and removes seasonal oscillations. We find a varying degree of multifractality in all the markets considered, implying that they exhibit long-range correlations, which could be related to verification of the fractal market hypothesis. The evidence of multifractality reveals symmetry in the variation trends of the multifractal spectrum parameters of financial time series, which could be useful to develop portfolio management. Based on the degree of multifractality, the Chinese and South Korean markets exhibit the least long-range dependence, followed by Pakistan, Indonesia, and Thailand. On the contrary, the Indian and Malaysian stock markets are found to have the highest level of dependence. This evidence could be related to possible market inefficiencies, implying the possibility of institutional investors using active trading strategies in order to make their portfolios more profitable.

scholarly journals Early Warning Signals for Bearing Failure Using Detrended Fluctuation Analysis

2020 ◽  
Vol 10 (23) ◽  
pp. 8489
Author(s):  
Laith Shalalfeh ◽  
Ashraf AlShalalfeh
Keyword(s):  
Long Range ◽  
Early Warning ◽  
Detrended Fluctuation Analysis ◽  
Short Range ◽  
Fluctuation Analysis ◽  
Scaling Exponent ◽  
Bearing Failure ◽  
Kendall’S Tau ◽  
Vibration Data ◽  
Detrended Fluctuation

Prognostic techniques play a critical role in predicting upcoming faults and failures in machinery or a system by monitoring any deviation in the operation. This paper presents a novel method to analyze multidimensional sensory data and use its characteristics in bearing health prognostics. Firstly, detrended fluctuation analysis (DFA) is exploited to evaluate the long-range correlations in ball bearing vibration data. The results reveal the existence of the crossover phenomenon in vibration data with two scaling exponents at the short-range and long-range scales. Among several data sets, applying the DFA method to vibration signals shows a consistent increase in the short-range scaling exponent toward bearing failure. Finally, Kendall’s tau is used as a ranking coefficient to quantify the trend in the scaling exponent. It was found that the Kendall’s tau coefficient of the vibration scaling exponent could provide an early warning signal (EWS) for bearing failure.

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