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 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 AUTOMATICALLY DETECTING "SIGNIFICANT EVENTS" ON SenseCam

2013 ◽  
Vol 11 (06) ◽  
pp. 1350050 ◽  
Author(s):  
NA LI ◽  
MARTIN CRANE ◽  
HEATHER J. RUSKIN
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Time Windows ◽  
Fluctuation Analysis ◽  
Discrete Wavelet ◽  
Dominant Eigenvalue ◽  
Multiple Time ◽  
Correlation Relationship ◽  
Significant Events ◽  
Detrended Fluctuation

SenseCam is an effective memory-aid device that can automatically record images and other data from the wearer's whole day. The main issue is that, while SenseCam produces a sizeable collection of images over the time period, the vast quantity of captured data contains a large percentage of routine events, which are of little interest to review. In this article, the aim is to detect "Significant Events" for the wearers. We use several time series analysis methods such as Detrended Fluctuation Analysis (DFA), Eigenvalue dynamics and Wavelet Correlations to analyse the multiple time series generated by the SenseCam. We show that Detrended Fluctuation Analysis exposes a strong long-range correlation relationship in SenseCam collections. Maximum Overlap Discrete Wavelet Transform (MODWT) was used to calculate equal-time Correlation Matrices over different time scales and then explore the granularity of the largest eigenvalue and changes of the ratio of the sub-dominant eigenvalue spectrum dynamics over sliding time windows. By examination of the eigenspectrum, we show that these approaches enable detection of major events in the time SenseCam recording, with MODWT also providing useful insight on details of major events. We suggest that some wavelet scales (e.g., 8 minutes–16 minutes) have the potential to identify distinct events or activities.

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.

(MULTI)FRACTALITY OF PHYSIOLOGICAL TIME-SERIES

2006 ◽  
Vol 16 (07) ◽  
pp. 2103-2110 ◽  
Author(s):  
ANDREA KNEŽEVIĆ ◽  
MLADEN MARTINIS
Keyword(s):  
Physical Activity ◽  
Time Series ◽  
Angina Pectoris ◽  
Stable Angina ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Stable Angina Pectoris ◽  
Nonlinear Methods ◽  
Rr Interval ◽  
Detrended Fluctuation

This paper contains the application of fractal concept in analyzing heartbeat (RR interval) fluctuations measured under controlled physical activity for subjects with stable angina pectoris (SAP). Results that illustrate the separation ability of the nonlinear methods, such as the Hurst R/S method, the detrended fluctuation analysis, DFA, and the method of G-moments, in distinguishing healthy from SAP subjects in scaling parameter space are presented.

The scaling of time series size towards detrended fluctuation analysis

2016 ◽  
Vol 27 (11) ◽  
pp. 1650138
Author(s):  
Xiaolei Gao ◽  
Liwei Ren ◽  
Pengjian Shang ◽  
Guochen Feng
Keyword(s):  
Time Series ◽  
Stock Returns ◽  
Detrended Fluctuation Analysis ◽  
Finite Size ◽  
Finite Size Effect ◽  
Fluctuation Analysis ◽  
Exponential Relationship ◽  
Significant Information ◽  
Sequence Segmentation ◽  
Detrended Fluctuation

In this paper, we introduce a modification of detrended fluctuation analysis (DFA), called multivariate DFA (MNDFA) method, based on the scaling of time series size [Formula: see text]. In traditional DFA method, we obtained the influence of the sequence segmentation interval [Formula: see text], and it inspires us to propose a new model MNDFA to discuss the scaling of time series size towards DFA. The effectiveness of the procedure is verified by numerical experiments with both artificial and stock returns series. Results show that the proposed MNDFA method contains more significant information of series compared to traditional DFA method. The scaling of time series size has an influence on the auto-correlation (AC) in time series. For certain series, we obtain an exponential relationship, and also calculate the slope through the fitting function. Our analysis and finite-size effect test demonstrate that an appropriate choice of the time series size can avoid unnecessary influences, and also make the testing results more accurate.

scholarly journals The detrended fluctuation analysis of heartbeat intervals in time series during stress tests

2019 ◽  
Author(s):  
Amparo Salcedo-Martínez ◽  
Nancy Gabriela Pérez-López ◽  
José Alberto Zamora-Justo ◽  
Gonzalo Gálvez-Coyt ◽  
Alejandro Muñoz-Diosdado
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Stress Tests ◽  
Detrended Fluctuation
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