scholarly journals Trends and Persistence of Dry–Wet Conditions in Northeast Brazil

Atmosphere ◽  
2020 ◽  
Vol 11 (10) ◽  
pp. 1134
Author(s):  
Antonio Samuel Alves da Silva ◽  
Moacyr Cunha Filho ◽  
Rômulo Simões Cezar Menezes ◽  
Tatijana Stosic ◽  
Borko Stosic
Keyword(s):  
Time Scales ◽  
Water Resource Management ◽  
Standardized Precipitation Index ◽  
Kendall Test ◽  
Spatially Explicit ◽  
Fluctuation Analysis ◽  
Short Term ◽  
Agricultural Planning ◽  
Detrended Fluctuation

We analyze trend and persistence in Standardized Precipitation Index (SPI) time series derived from monthly rainfall data at 133 gauging stations in Pernambuco state, Brazil, using a suite of complementary methods to address the spatially explicit tendencies, and persistence. SPI was calculated for 1-, 3-, 6-, and 12-month time scales from 1950 to 2012. We use Mann–Kendall test and Sen’s slope to determine sign and magnitude of the trend, and detrended fluctuation analysis (DFA) method to quantify long-term correlations. For all time scales significant negative trends are obtained in the Sertão (deep inland) region, while significant positive trends are found in the Agreste (intermediate inland), and Zona da Mata (coastal) regions. The values of DFA exponents show different scaling behavior for different time scales. For short-term conditions described by SPI-1 the DFA exponent is close to 0.5 indicating weak persistency and low predictability, while for medium-term conditions (SPI-3 and SPI-6) DFA exponents are greater than 0.5 and increase with time scale indicating stronger persistency and higher predictability. For SPI-12 that describes long-term precipitation patterns, the values of DFA exponents for inland regions are around 1, indicating strong persistency, while in the shoreline the value of the DFA exponent is between 1.0 and 1.5, indicating anti-persistent fractional Brownian motion. These results should be useful for agricultural planning and water resource management in the region.

Scaling behavior of earthquakes’ inter-events time series

Open Physics ◽  
2009 ◽  
Vol 7 (3) ◽  
Author(s):  
Shahriar Shadkhoo ◽  
Fakhteh Ghanbarnejad ◽  
Gholam Jafari ◽  
Mohammad Tabar
Keyword(s):  
Time Series ◽  
Time Scales ◽  
Hurst Exponent ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Data Set ◽  
Scaling Properties ◽  
Independent Events ◽  
Detrended Fluctuation

AbstractIn this paper, we investigate the statistical and scaling properties of the California earthquakes’ inter-events over a period of the recent 40 years. To detect long-term correlations behavior, we apply detrended fluctuation analysis (DFA), which can systematically detect and overcome nonstationarities in the data set at all time scales. We calculate for various earthquakes with magnitudes larger than a given M. The results indicate that the Hurst exponent decreases with increasing M; characterized by a Hurst exponent, which is given by, H = 0:34 + 1:53/M, indicating that for events with very large magnitudes M, the Hurst exponent decreases to 0:50, which is for independent events.

scholarly journals Trends, noise and re-entrant long-term persistence in Arctic sea ice

2012 ◽  
Vol 468 (2144) ◽  
pp. 2416-2432 ◽  
Author(s):  
S. Agarwal ◽  
W. Moon ◽  
J. S. Wettlaufer
Keyword(s):  
Sea Ice ◽  
Time Scales ◽  
Seasonal Cycle ◽  
Arctic Sea Ice ◽  
Fluctuation Analysis ◽  
Fractal Properties ◽  
Arctic Sea ◽  
Original Record ◽  
Detrended Fluctuation

We examine the long-term correlations and multi-fractal properties of daily satellite retrievals of Arctic sea ice albedo and extent, for periods of approximately 23 years and 32 years, respectively. The approach harnesses a recent development called multi-fractal temporally weighted detrended fluctuation analysis, which exploits the intuition that points closer in time are more likely to be related than distant points. In both datasets, we extract multiple crossover times, as characterized by generalized Hurst exponents, ranging from synoptic to decadal. The method goes beyond treatments that assume a single decay scale process, such as a first-order autoregression, which cannot be justifiably fitted to these observations. Importantly, the strength of the seasonal cycle ‘masks’ long-term correlations on time scales beyond seasonal. When removing the seasonal cycle from the original record, the ice extent data exhibit white noise behaviour from seasonal to bi-seasonal time scales, whereas the clear fingerprints of the short (weather) and long (approx. 7 and 9 year) time scales remain, the latter associated with the recent decay in the ice cover. Therefore, long-term persistence is re-entrant beyond the seasonal scale and it is not possible to distinguish whether a given ice extent minimum/maximum will be followed by a minimum/maximum that is larger or smaller in magnitude.

scholarly journals Design droughts as planning tool for ecosystem establishment in post-mining landscapes

2014 ◽  
Vol 11 (5) ◽  
pp. 4809-4849 ◽  
Author(s):  
D. Halwatura ◽  
A. M. Lechner ◽  
S. Arnold
Keyword(s):  
Time Scales ◽  
Standardized Precipitation Index ◽  
Distribution Functions ◽  
Drought Indices ◽  
Minor Role ◽  
Short Term ◽  
Eastern Australia ◽  
Recurrence Intervals ◽  
Different Time Scales

Abstract. Eastern Australia has considerable mineral and energy resources and areas of high biodiversity value co-occurring over a broad range of agro-climatic environments. Water is the primary abiotic stressor for (agro)ecosystems in many parts of Eastern Australia. In the context of mined land rehabilitation quantifying the severity-duration-frequency (SDF) of droughts is crucial for successful ecosystem rehabilitation to overcome challenges of early vegetation establishment and long-term ecosystem resilience. The objective of this study was to quantify the SDF of short-term and long-term drought events of 11 selected locations across a broad range of agro-climatic environments in Eastern Australia by using three drought indices at different time scales: the Standardized Precipitation Index (SPI), the Reconnaissance Drought Index (RDI), and the Standardized Precipitation-Evapotranspiration Index (SPEI). Based on the indices we derived bivariate distribution functions of drought severity and duration, and estimated the recurrence intervals of drought events at different time scales. The correlation between the simple SPI and the more complex SPEI or RDI was stronger for the tropical and temperate locations than for the arid locations, indicating that SPEI or RDI can be replaced by SPI if evaporation plays a minor role for plant available water. Both short-term and long-term droughts were most severe and prolonged, and occurred most frequently in arid regions, but were relatively rare in tropical and temperate regions. Our approach is similar to intensity-duration-frequency (IDF) analyses of rainfall crucial to design infrastructure. In this regard, we propose to apply SDF analyses of droughts to design ecosystem components in post-mining landscapes. Together with design rainfalls, design droughts should be used to assess rehabilitation strategies and ecological management based on drought recurrence intervals, thereby minimising the risk of failure of initial ecosystem establishment due to ignorance of fundamental abiotic and site-specific environmental barriers.

A LOOK AT SHORT- AND LONG-TERM NONLINEAR DYNAMICS IN FAMILY BUSINESS STOCK RETURNS LISTED ON CASABLANCA STOCK EXCHANGE

Fractals ◽  
2019 ◽  
Vol 27 (08) ◽  
pp. 1950140
Author(s):  
SALIM LAHMIRI
Keyword(s):  
Stock Returns ◽  
Family Business ◽  
Stock Exchange ◽  
Largest Lyapunov Exponent ◽  
Fluctuation Analysis ◽  
Short Term ◽  
Short And Long Term ◽  
Moroccan Family ◽  
Detrended Fluctuation

Moroccan family business companies are becoming an attractive investment in Casablanca stock exchange. In this study, presence of fractal and chaos in Moroccan family business stock returns is examined. In particular, return series are analyzed by stationary wavelet transform to decompose original series into long- and short-term variations. Then, detrended fluctuation analysis and artificial neural networks are used to estimate, respectively Hurst exponent and largest Lyapunov exponent. Results from fractal analysis show that short variations in returns are anti-persistent, whilst long variations are persistent. Besides, results from chaos tests reveal that both short and long variations in returns are chaotic. Such conclusions should be taken into account in active portfolio optimization and management.

scholarly journals INVESTIGATION OF HEART RATE VARIABILITY BY STATISTICAL METHODS AND DETRENDED FLUCTUATION ANALYSIS

2019 ◽  
Vol 7 ◽  
Author(s):  
Galya Nikolova Georgieva-Tsaneva
Keyword(s):  
Heart Rate ◽  
Heart Rate Variability ◽  
Statistical Methods ◽  
Detrended Fluctuation Analysis ◽  
Age Groups ◽  
Research Problem ◽  
Fluctuation Analysis ◽  
Short Term ◽  
Detrended Fluctuation

The physiological signals that are recorded from different parts of the human body have a non-stationary nature and the tracking of their dynamics is an interesting research problem. This report examines Heart Rate Variability through the use of statistical methods of analysis that are traditionally used to study the functionality of the heart and via Detrended Fluctuation Analysis. The use of the technique of Detrended Fluctuation Analysis allows the investigation of short-term and long-term correlations in non-stationary Heart Rate Variability series. A study has been made of the changes in the functioning of the human heart, depending on the age. The study encompasses healthy individuals in three different age groups. The analysis of the obtained results shows a change in the correlated behavior of the investigated signals with an increase in age.

scholarly journals UNDERSTANDING ASIAN EMERGING STOCK MARKETS

2019 ◽  
pp. 495-510 ◽  
Author(s):  
Shaista Arshad ◽  
Syed Aun Raza Rizvi ◽  
Omair Haroon
Keyword(s):  
Negative Impact ◽  
Market Development ◽  
Fluctuation Analysis ◽  
Time Varying ◽  
Short Term ◽  
Multifractal Detrended Fluctuation Analysis ◽  
Long Term Stability ◽  
Emerging Stock Markets ◽  
Detrended Fluctuation

We use a three-step process employing multifractal detrended fluctuation analysis tostudy time-varying changes in the volatility and efficiency of Asian emerging equitymarkets. Our findings suggest that, in emerging markets, long-term stability andefficiency are linked to market development and liberalization. Our findings furthersuggest that financial crises have a negative impact on the efficiency of emergingmarkets but only in the short term.

scholarly journals Time-Specific Associations of Wearable, Sensor-Based Cardiovascular and Behavioral Readouts with Disease Phenotypes in the Outpatient Setting of the Chronic Renal Insufficiency Cohort (CRIC)

2022 ◽  
Author(s):  
Nicholas F Lahens ◽  
Mahboob Rahman ◽  
Jordana B Cohen ◽  
Debbie L Cohen ◽  
Jing Chen ◽  
...  
Keyword(s):  
Renal Insufficiency ◽  
Chronic Renal Insufficiency ◽  
Nervous Activity ◽  
Outpatient Setting ◽  
Fluctuation Analysis ◽  
Diabetic Patients ◽  
Clinical Environments ◽  
Time Specific ◽  
Detrended Fluctuation

Patients with chronic kidney disease (CKD) are at risk of developing cardiovascular disease. To facilitate out-of-clinic evaluation, we piloted wearable device-based analysis of heart rate variability and behavioral readouts in patients with CKD participating in the Chronic Renal Insufficiency Cohort and (n=49) controls. Time-specific partitioning of HRV readouts indicate higher parasympathetic nervous activity during the night (mean RR at night 14.4+/-1.9 ms versus 12.8+/-2.1 ms during active hours; n=47, ANOVA q=0.001). The alpha2 long-term fluctuations in the detrended fluctuation analysis, a parameter predictive of cardiovascular mortality, significantly differentiated between diabetic and non-diabetic patients (prominent at night with 0.58+/-0.2 versus 0.45+/-0.12, respectively, adj. p=0.004). Both diabetic and nondiabetic CKD patients showed loss of rhythmic organization compared to controls, with diabetic CKD patients exhibiting deconsolidation of peak phases between their activity and SDNN (standard deviation of interbeat intervals) rhythms (mean phase difference CKD 8.3h, CKD/T2DM 4h, controls 6.8h). This work provides a roadmap toward deriving actionable clinical insights from the data collected by wearable devices outside of highly controlled clinical environments.

scholarly journals Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies

2019 ◽  
Vol 7 (3) ◽  
pp. 51 ◽  
Author(s):  
Natália Costa ◽  
César Silva ◽  
Paulo Ferreira
Keyword(s):  
Time Scales ◽  
Cross Correlation ◽  
Data Availability ◽  
Fluctuation Analysis ◽  
Financial Assets ◽  
Sliding Windows ◽  
Cross Correlation Analysis ◽  
Short Time ◽  
Detrended Fluctuation ◽  
Great Development

In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and data availability: Bitcoin, Ethereum, Ripple, and Litecoin. We apply detrended fluctuation analysis (the regular one and with a sliding windows approach) and detrended cross-correlation analysis and the respective correlation coefficient. We find that Bitcoin and Ripple seem to behave as efficient financial assets, while Ethereum and Litecoin present some evidence of persistence. When correlating Bitcoin with the other cryptocurrencies under analysis, we find that for short time scales, all the cryptocurrencies have statistically significant correlations with Bitcoin, although Ripple has the highest correlations. For higher time scales, Ripple is the only cryptocurrency with significant correlation.

scholarly journals Shen-Zhi-Ling Oral Liquid Improves Behavioral and Psychological Symptoms of Dementia in Alzheimer’s Disease

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Weidong Pan ◽  
Qiudong Wang ◽  
Shin Kwak ◽  
Yu Song ◽  
Baofeng Qin ◽  
...  
Keyword(s):  
Alzheimer’S Disease ◽  
Alzheimer's Disease ◽  
Rating Scale ◽  
Psychological Symptoms ◽  
Fluctuation Analysis ◽  
Double Blind ◽  
Oral Liquid ◽  
Detrended Fluctuation ◽  
Behavioral And Psychological Symptoms

We evaluated the effects of the traditional Chinese medicine (TCM) Shen-Zhi-Ling oral liquid (SZL) on the behavioral and psychological symptoms of dementia (BPSD) in patients with Alzheimer’s disease (AD). Among 98 patients with AD and BPSD enrolled (mean age, 57.2 ± 8.9 years old), 91 (M = 55,F = 36; mean age, 57.2 ± 9.7 years old) completed the study. Patients took either SZL (n=45) or placebo granules (n=46) in a double-blind manner for 20 weeks while maintaining other anticognitive medications unchanged. Changes in BPSD between week 0, week 10, week 20, and week 25 were assessed using the behavioral pathology in Alzheimer’s disease (BEHAVE-AD) rating scale and the neuropsychiatric inventory (NPI), detrended fluctuation analysis (DFA) represented by diurnal activity (DA), evening activity (EA), and nocturnal activity (NA) according to actigraphic recordings. SZL but not placebo oral liquid delayed the development of BPSD significantly according to the changes in some of the clinical scores and the EA and NA parameters of DFA at week 20 compared with week 0. No side effects were observed in laboratory tests. The results indicate that SZL might delay the development of BPSD in AD patients and thus is a potentially suitable drug for long-term use.

scholarly journals Long-Term, Gridded Standardized Precipitation Index for Hawai‘i

Data ◽  
2020 ◽  
Vol 5 (4) ◽  
pp. 109
Author(s):  
Matthew P. Lucas ◽  
Clay Trauernicht ◽  
Abby G. Frazier ◽  
Tomoaki Miura
Keyword(s):  
High Spatial Resolution ◽  
Standardized Precipitation Index ◽  
Precipitation Index ◽  
Drought Indices ◽  
Drought Severity ◽  
Spatially Explicit ◽  
Historical Period ◽  
The Standardized Precipitation Index ◽  
Climatic Information

Spatially explicit, wall-to-wall rainfall data provide foundational climatic information but alone are inadequate for characterizing meteorological, hydrological, agricultural, or ecological drought. The Standardized Precipitation Index (SPI) is one of the most widely used indicators of drought and defines localized conditions of both drought and excess rainfall based on period-specific (e.g., 1-month, 6-month, 12-month) accumulated precipitation relative to multi-year averages. A 93-year (1920–2012), high-resolution (250 m) gridded dataset of monthly rainfall available for the State of Hawai‘i was used to derive gridded, monthly SPI values for 1-, 3-, 6-, 9-, 12-, 24-, 36-, 48-, and 60-month intervals. Gridded SPI data were validated against independent, station-based calculations of SPI provided by the National Weather Service. The gridded SPI product was also compared with the U.S. Drought Monitor during the overlapping period. This SPI product provides several advantages over currently available drought indices for Hawai‘i in that it has statewide coverage over a long historical period at high spatial resolution to capture fine-scale climatic gradients and monitor changes in local drought severity.

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