Multifractal detrended fluctuation analysis of sunspot time series
By M. Movahed, Gholamreza Jafari, F. Ghasemi, Sohrab Rahvar, M. R. R. Tabar. 2005
298 citations recorded by the source corpus.
We use multifractal detrended fluctuation analysis (MF-DFA), to study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the existence of the crossover timescales is related to a sinusoidal trend. Using Fourier detrended fluctuation analysis, the sinusoidal trend is eliminated. The Hurst exponent of the time series without the sinusoidal trend is 0.12 ± 0.01. Also we find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the remaining data set to those for shuffled and surrogate series, we conclude that its multifractal nature is almost entirely due to long range correlations.
Subfields: Economics and Econometrics, Molecular Biology, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/02f7578d23fd8f7f64653468e8693dd74ed09ac6
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Citations in the corpus
- Multifractal Detrended Fluctuation Analysis of Streamflow in the Yellow River Basin, China (2015, background): “There are two causes that lead to the multifractality of the time series [16,28].”
- Persistence in eye movement during visual search (2016, background): “If the profile is of the form of a fractional Brownian motion H(q) goes from 0 to 1 [26].”
- Multifractal detrended cross-correlation analysis for power markets (2013, background): “Obviously, in DFA mth-order DFA trends of order m and order m − 1 in the original series is eliminated [20].”