Multifractal Detrended Fluctuation Analysis of Sunspot Time Series
M. Sadegh Movahed, G. R. Jafari, F. Ghasemi, Sohrab Rahvar, M. Reza Rahimi Tabar
Abstract
We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 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.
Create a lesson
Related papers
How much data does a memory kernel need? Measurement requirements for fractional models of battery and corrosion degradation
Conrard Giresse Tetsassi Feugmo
Transient Supercriticality in Hawkes Processes: Detection, Identifiability, and Apparent Criticality
D. Sornette
Near-exact Upper Confidence Limits for Axion Haloscopes
Andrea Gallo Rosso, Jan Conrad
Track finding and particle identification performance with particle physics foundation models
Shuhang Li, Haiwang Yu, Gabor Galgoczi et al.
Accelerating fits in high-energy physics and beyond
Amr Elmarassy, Sebastian Schmitt, Eluned Smith
Sorted Mutability as an Entropic Functional: Theory and Two Applications
Michel Aguilera, Eugenio E. Vogel, Francisco J. Peña et al.