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Multifractal detrended fluctuation analysis of sunspot time series
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Multifractal detrended fluctuation analysis of sunspot time series

Movahed, M. S

Multifractal detrended fluctuation analysis of sunspot time series

Movahed, M. S ; Sharif University of Technology | 2006

42 Viewed
  1. Type of Document: Article
  2. DOI: 10.1088/1742-5468/2006/02/P02003
  3. Publisher: 2006
  4. Abstract:
  5. 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. ©2006 IOP Publishing Ltd
  6. Keywords:
  7. New applications of statistical mechanics
  8. Source: Journal of Statistical Mechanics: Theory and Experiment ; Issue 2 , 2006 ; 17425468 (ISSN)
  9. URL: https://iopscience.iop.org/article/10.1088/1742-5468/2006/02/P02003