scholarly journals Decomposition of heartbeat time series: scaling analysis of the sign sequence

2002 ◽  
Author(s):  
Y. Ashkenazy ◽  
P.C. Ivanov ◽  
S. Havlin ◽  
C.K. Peng ◽  
Y. Yamamoto ◽  
...  
Keyword(s):  
Time Series ◽  
Scaling Analysis ◽  
Sign Sequence

scholarly journals Breakdown coefficients and scaling properties of rain fields

1998 ◽  
Vol 5 (2) ◽  
pp. 93-104 ◽  
Author(s):  
D. Harris ◽  
M. Menabde ◽  
A. Seed ◽  
G. Austin
Keyword(s):  
Time Series ◽  
Parameter Estimation ◽  
Power Law ◽  
Scale Parameter ◽  
Probability Distributions ◽  
Scaling Analysis ◽  
Scaling Properties ◽  
Power Law Exponent ◽  
Scale Similarity ◽  
Parameter Estimation Techniques

Abstract. The theory of scale similarity and breakdown coefficients is applied here to intermittent rainfall data consisting of time series and spatial rain fields. The probability distributions (pdf) of the logarithm of the breakdown coefficients are the principal descriptor used. Rain fields are distinguished as being either multiscaling or multiaffine depending on whether the pdfs of breakdown coefficients are scale similar or scale dependent, respectively. Parameter  estimation techniques are developed which are applicable to both multiscaling and multiaffine fields. The scale parameter (width), σ, of the pdfs of the log-breakdown coefficients is a measure of the intermittency of a field. For multiaffine fields, this scale parameter is found to increase with scale in a power-law fashion consistent with a bounded-cascade picture of rainfall modelling. The resulting power-law exponent, H, is indicative of the smoothness of the field. Some details of breakdown coefficient analysis are addressed and a theoretical link between this analysis and moment scaling analysis is also presented. Breakdown coefficient properties of cascades are also investigated in the context of parameter estimation for modelling purposes.

scholarly journals Fractal scaling analysis of groundwater dynamics in confined aquifers

2017 ◽  
Vol 8 (4) ◽  
pp. 931-949 ◽  
Author(s):  
Tongbi Tu ◽  
Ali Ercan ◽  
M. Levent Kavvas
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Scaling Analysis ◽  
Fractal Scaling ◽  
Groundwater Level Fluctuations ◽  
Groundwater Dynamics ◽  
Detrended Fluctuation ◽  
Infinite Moments

Abstract. Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations in confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality, and multifractal detrended fluctuation analysis (MF-DFA) and multiscale multifractal analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics, which may be fitted by the Lévy stable distribution, or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation, is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes that can model both the long-memory behavior and the Brownian finite-memory behavior.

Scaling analysis of hyperchaotic time series

2017 ◽  
Vol 28 (07) ◽  
pp. 1750094 ◽  
Author(s):  
J. S. Murguía
Keyword(s):  
Time Series ◽  
Wavelet Transform ◽  
Power Law ◽  
Detrended Fluctuation Analysis ◽  
Dynamical Evolution ◽  
Fluctuation Analysis ◽  
Discrete Wavelet ◽  
Scaling Analysis ◽  
Detrended Fluctuation ◽  
Hyperchaotic Systems

The time series of the states of several well-known hyperchaotic systems are analyzed numerically using the detrended fluctuation analysis based on the discrete wavelet transform. We report the finding of significant scaling behaviors (power-law like) in some of these time series, which can be used as an additional characteristic distinguishing the dynamical evolution of such systems.

scholarly journals An analytical process of spatial autocorrelation functions based on Moran’s index

PLoS ONE ◽  
2021 ◽  
Vol 16 (4) ◽  
pp. e0249589
Author(s):  
Yanguang Chen
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Spatial Autocorrelation ◽  
Time Lag ◽  
Analytical Framework ◽  
Geographical Information ◽  
Scaling Analysis ◽  
Autocorrelation Functions ◽  
Series Analysis ◽  
Displacement Parameter

A number of spatial statistic measurements such as Moran’s I and Geary’s C can be used for spatial autocorrelation analysis. Spatial autocorrelation modeling proceeded from the 1-dimension autocorrelation of time series analysis, with time lag replaced by spatial weights so that the autocorrelation functions degenerated to autocorrelation coefficients. This paper develops 2-dimensional spatial autocorrelation functions based on the Moran index using the relative staircase function as a weight function to yield a spatial weight matrix with a displacement parameter. The displacement bears analogy with the time lag in time series analysis. Based on the spatial displacement parameter, two types of spatial autocorrelation functions are constructed for 2-dimensional spatial analysis. Then the partial spatial autocorrelation functions are derived by using the Yule-Walker recursive equation. The spatial autocorrelation functions are generalized to the autocorrelation functions based on Geary’s coefficient and Getis’ index. As an example, the new analytical framework was applied to the spatial autocorrelation modeling of Chinese cities. A conclusion can be reached that it is an effective method to build an autocorrelation function based on the relative step function. The spatial autocorrelation functions can be employed to reveal deep geographical information and perform spatial dynamic analysis, and lay the foundation for the scaling analysis of spatial correlation.

scholarly journals Detecting and characterizing high-frequency oscillations in epilepsy: a case study of big data analysis

2017 ◽  
Vol 4 (1) ◽  
pp. 160741 ◽  
Author(s):  
Liang Huang ◽  
Xuan Ni ◽  
William L. Ditto ◽  
Mark Spano ◽  
Paul R. Carney ◽  
...  
Keyword(s):  
Time Series ◽  
Big Data ◽  
Data Analysis ◽  
High Frequency ◽  
Stationary Time Series ◽  
Sensor Data ◽  
Series Data ◽  
Scaling Analysis ◽  
High Frequency Oscillations

We develop a framework to uncover and analyse dynamical anomalies from massive, nonlinear and non-stationary time series data. The framework consists of three steps: preprocessing of massive datasets to eliminate erroneous data segments, application of the empirical mode decomposition and Hilbert transform paradigm to obtain the fundamental components embedded in the time series at distinct time scales, and statistical/scaling analysis of the components. As a case study, we apply our framework to detecting and characterizing high-frequency oscillations (HFOs) from a big database of rat electroencephalogram recordings. We find a striking phenomenon: HFOs exhibit on–off intermittency that can be quantified by algebraic scaling laws. Our framework can be generalized to big data-related problems in other fields such as large-scale sensor data and seismic data analysis.

scholarly journals Fractal Scaling Analysis of Groundwater Dynamics in Confined Aquifers

2017 ◽  
Author(s):  
Tongbi Tu ◽  
Ali Ercan ◽  
M. Levent Kavvas
Keyword(s):  
Time Series ◽  
Groundwater Level ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Scaling Analysis ◽  
Fractal Scaling ◽  
Groundwater Level Fluctuations ◽  
Groundwater Dynamics ◽  
Detrended Fluctuation ◽  
Infinite Moments

Abstract. Groundwater closely interacts with surface water and even climate systems in most hydro-climatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations of confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality; and Multifractal detrended fluctuation analysis (MF-DFA) and Multiscale Multifractal Analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics which may be fitted by the Lévy stable distribution or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes, which can model both the long-memory behavior as well as the Brownian finite-memory behavior.

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