scholarly journals Investigating the time-scaling behavior of the 2004–2010 seismicity of Aswan area (Egypt) by means of the Allan factor statistics and the detrended fluctuation analysis

2012 ◽  
Vol 12 (5) ◽  
pp. 1267-1276 ◽  
Author(s):  
L. Telesca ◽  
M. Lovallo ◽  
A. E.-E. Amin Mohamed ◽  
M. ElGabry ◽  
S. El-hady ◽  
...  
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Point Processes ◽  
Nonstationary Time Series ◽  
Fluctuation Analysis ◽  
Scaling Exponents ◽  
Time Dynamics ◽  
Time Scaling ◽  
Allan Factor ◽  
Detrended Fluctuation

Abstract. The time dynamics of seismicity of Aswan area (Egypt) from 2004 to 2010 was investigated by means of the (i) Allan Factor, which is a powerful tool allowing the capture of time-clusterized properties of temporal point processes; and the (ii) detrended fluctuation analysis, which is capable of detecting scaling in nonstationary time series. The analysis was performed varying the depth and the magnitude thresholds. The 2004–2010 Aswan seismicity is characterized by significant three-fold time-clustering behaviors with scaling exponents ~0.77 for timescales between 104.16 s and 105.14 s, ~0.34 for timescales between 105.14 s and 106.53 s, and ~1 for higher timescales. The seismic interevent times and distances are characterized by persistent temporal fluctuations for most of the magnitude and depth thresholds.

scholarly journals Time-Scaling Properties of Sunshine Duration Based on Detrended Fluctuation Analysis over China

Atmosphere ◽  
2019 ◽  
Vol 10 (2) ◽  
pp. 83 ◽  
Author(s):  
Lei Jiang ◽  
Jiping Zhang ◽  
Yan Fang
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Sunshine Duration ◽  
Underlying Surface ◽  
Fluctuation Analysis ◽  
Scaling Properties ◽  
Long Range Correlations ◽  
Time Scaling ◽  
Daily Sunshine ◽  
Detrended Fluctuation

The spatial and temporal variabilities of the daily Sunshine Duration (SSD) time series from the Chinese Meteorological Administration during the 1954–2009 period are examined by the Detrended Fluctuation Analysis (DFA) method. As a whole, weak long-range correlations (LRCs) are found in the daily SSD anomaly records over China. LRCs are also verified by shuffling the SSD records. The proportion of the stations with LRCs accounts for about 97% of the total. Many factors affect the scaling properties of the daily SSD records such as sea-land difference and Tibetan Plateau landform and so on. We find land use and land cover as one of the important factors closely links to LRCs of the SSD. Strong LRCs of the SSD mainly happen in underlying surface of deserts and crops, while weak LRCs occur in forest and grassland. Further studies of scaling behaviors are still necessary to be performed due to the complex underlying surface and climate system.

Multifractal detrended fluctuation analysis of SENSEX fluctuation in the Indian stock market

2010 ◽  
Vol 88 (8) ◽  
pp. 545-551 ◽  
Author(s):  
Srimonti Dutta
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Detrended Fluctuation Analysis ◽  
Nonstationary Time Series ◽  
Anomalous Behaviour ◽  
Fluctuation Analysis ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Indian Stock Market ◽  
Detrended Fluctuation

The fluctuation of SENSEX in the Indian stock market for the period Jan 2003–Dec 2009 is studied using the multifractal detrended fluctuation analysis (MFDFA) approach. The effect of the fall in the stock market in 2008 is also investigated. The data exhibits that the nonstationary time series of SENSEX fluctuations are multifractal in nature. An increase in the degree of multifractality prior to the anomalous behaviour in the SENSEX values is also observed. The increase in the degree of correlation for the period 2007–2009 is also responsible for the meteoric rise and the catastrophic fall in the values of SENSEX.

scholarly journals A comparison of ground geoelectric activity between three regions of different level of seismicity

2007 ◽  
Vol 7 (5) ◽  
pp. 591-598 ◽  
Author(s):  
A. Ramírez-Rojas ◽  
E. L. Flores-Márquez ◽  
L. Guzmán-Vargas ◽  
J. Márquez-Cruz ◽  
C. G. Pavía-Miller ◽  
...  
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Statistical Study ◽  
Fluctuation Analysis ◽  
Scaling Exponents ◽  
Scatter Plots ◽  
Detrended Fluctuation ◽  
Geoelectric Data ◽  
Different Levels

Abstract. In this work, we present a statistical study of geoelectric time series from three Mexican regions with recognized different levels of seismicity. This study is made by means of both the Higuchi's method and the detrended fluctuation analysis for the detection of fractal behavior. With these methods we present scatter plots corresponding to scaling exponents for short and large lags arisen from crossover points in the geoelectric data. Through these scatter plots we observe a reasonable segregation of clouds of points corresponding to the three mentioned regions. These results permit to suggest that a different level of characteristic seismicity in one region is translated into a different level of geoelectric activity.

ANALYSIS OF CORRELATION PROPERTIES IN GEOELECTRICAL DATA

Fractals ◽  
2003 ◽  
Vol 11 (01) ◽  
pp. 27-38 ◽  
Author(s):  
GERARDO COLANGELO ◽  
VINCENZO LAPENNA ◽  
LUCIANO TELESCA
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Southern Italy ◽  
Fluctuation Analysis ◽  
Scaling Exponents ◽  
Long Range Correlations ◽  
The Mean ◽  
Correlation Properties ◽  
Seismic Area ◽  
Detrended Fluctuation

This paper considers four geoelectrical time series, measured in a seismic area of Southern Italy. Lomb Periodogram method, Higuchi analysis, Detrended Fluctuation Analysis (DFA) and the mean distance spanned within time L are used to discuss the correlation properties of these signals. The values of the scaling exponents from these methods of the geoelectrical data indicate that the long-range correlations are present. Furthermore, it is found that these correlations are all linear.

FLUCTUATION ANALYSIS OF MONTHLY RAINFALL TIME SERIES

2010 ◽  
Vol 09 (02) ◽  
pp. 219-228 ◽  
Author(s):  
JORGE O. PIERINI ◽  
LUCIANO TELESCA
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Scaling Behavior ◽  
Monthly Rainfall ◽  
Fluctuation Analysis ◽  
Rainfall Time Series ◽  
Scaling Exponents ◽  
Times Series ◽  
Detrended Fluctuation

The monthly rainfall time series, spanning more than a century, recorded in several sites in the middle Argentina were analyzed. The power spetral density (PSD) method reveals the presence of annual and semi-annual cyclic fluctuations. The detrended fluctuation analysis (DFA) performed on the residual times series (after removing the periodicities) shows a scaling behavior, characterized by DFA scaling exponents ranging between 0.54 and 0.58. These findings could contribute to a better understanding of rainfall dynamics.

scholarly journals Multifractal detrended fluctuation analysis of nonstationary time series

2002 ◽  
Vol 316 (1-4) ◽  
pp. 87-114 ◽  
Author(s):  
Jan W. Kantelhardt ◽  
Stephan A. Zschiegner ◽  
Eva Koscielny-Bunde ◽  
Shlomo Havlin ◽  
Armin Bunde ◽  
...  
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Nonstationary Time Series ◽  
Fluctuation Analysis ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Detrended Fluctuation

scholarly journals Investigating the spatial variability of the time-scaling properties in Italian seismicity

2004 ◽  
Vol 11 (5/6) ◽  
pp. 545-552 ◽  
Author(s):  
L. Telesca ◽  
V. Lapenna
Keyword(s):  
Seismic Data ◽  
Detrended Fluctuation Analysis ◽  
Time Correlation ◽  
Fluctuation Analysis ◽  
Feedback Mechanisms ◽  
Scaling Properties ◽  
Time Scaling ◽  
Allan Factor ◽  
Detrended Fluctuation ◽  
Apennine Chain

Abstract. Significant power-law long-range correlated structures have been identified in the Italian seismicity from 1983 to 2003. We performed the Allan Factor Analysis and the Detrended Fluctuation Analysis on both the full and the aftershock-depleted seismic data, extracted by the INGV (National Institute of Geophysics and Volcanology) instrumental catalog.Our findings suggest that (i) the time-scaling behaviour characterizes mainly the Apennine chain; (ii) the time-correlated behaviour of the seismicity is persistent, and this implies that the dynamics underlying the seismic phenomenology is characterized by the presence of "positive feedback mechanisms"; (iii) significant time correlation is not simply related with the mainshock/aftershock mechanisms.

Investigation scaling behavior of earthquake-related signals in magnetotelluric measurements, Northern Algeria

2021 ◽  
Author(s):  
Ahmed Seddik Kasdi ◽  
Abderrezak Bouzid ◽  
Mohamed Hamoudi ◽  
Abdslem Abtout
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Seismic Event ◽  
Scaling Behavior ◽  
Stationary Time Series ◽  
Fluctuation Analysis ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Time Dynamics ◽  
Electromagnetic Signals ◽  
Detrended Fluctuation

<p>The north-central region of Algeria has been characterized by a swarm-type seismicity, after the strong Mw6.8 Boumerdès earthquake of May 21, 2003, culminating with the earthquake that occurred on July 17, 2013 of magnitude Mw=5. A magnetotelluric station was installed on December 2014 in the Medea region, 60 km south of the capital Algiers. We measured the five components of the telluric and magnetic field with a sampling frequency of 15 Hz. The seismic activity in the region provided the opportunity to observe and study the earthquake’s related electromagnetic signal. The scaling properties of the recorded electric and magnetic time series were investigated. On the basis of multifractal detrended fluctuation analysis, which is a powerful method for detecting scaling in non-stationary time series, deviations from the uniform scale of the power law were identified and quantified. We investigated the time dynamics of the earthquake related electromagnetic time series measured at the magnetotelluric station. The multifractal detrended fluctuation analysis showed the different multifractality properties of electromagnetic signals before, during and after the seismic event. The results of this work show an unstable scaling behavior in electromagnetic data during the occurrence of the seismic event. These first results could be useful in the framework of seismo-electromagnetic signals studies.</p>

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