Search Results (73)

The Hurst phenomenon is regarded as an intrinsic characteristic of many natural processes closely related to high uncertainty and long-term persistence. Temperature and precipitation are the two important meteorological factors characterizing the climate conditions of different regions. Analyzing the Hurst phenomenon in precipitation and temperature are crucial for understanding the long-term dynamics of our climate system. This study examines the annual mean temperature (AMT) and annual total precipitation (ATP) series for regions across all the land areas of the world, using both gridded climate data and ground station records. The results demonstrate that, in most regions, the Hurst exponent of AMT is higher than that of ATP, particularly with larger spatial scales of averaging. Like ATP, the Hurst exponents of AMT also increase with the spatial scale of averaging. Unlike AMT, ATP is more controlled by local meteorological conditions which tend to weaken its long-term persistence. Moreover, the cumulative departure from the mean series of ATP is much more variable across different regions, whereas those of AMT for different regions are more similar. What is identified for the first time in this study is the strong similarity in the cumulative departure from the mean patterns of regionally averaged and individual stations’ ATP and AMT series over many regions of the world. At most of these regions and stations where such similarities are identified, more than half have confirmed that AMT is the Granger cause of ATP variations. Moreover, the fluctuation functions obtained in multifractal detrended cross-correlation analysis exhibit approximately linear behavior in the log–log spaces across all regions at both global and continental scales, indicating that ATP and AMT series are long-range cross-correlated. Full article

This study explores the potential of unsupervised machine learning algorithms to identify latent cardiac risk profiles by analyzing ECG-derived parameters from two general groups: clinically healthy individuals (Norm dataset, n = 14,863) and patients hospitalized with heart failure (patients’ dataset, n = 8220). Each dataset includes 153 ECG and heart rate variability (HRV) features, including both conventional and novel diagnostic parameters obtained using a Universal Scoring System. The study aims to apply unsupervised clustering algorithms to ECG data to detect latent risk profiles related to heart failure, based on distinctive ECG features. The focus is on identifying patterns that correlate with cardiac health risks, potentially aiding in early detection and personalized care. We applied a combination of Uniform Manifold Approximation and Projection (UMAP) for dimensionality reduction and Hierarchical Density-Based Spatial Clustering (HDBSCAN) for unsupervised clustering. Models trained on one dataset were applied to the other to explore structural differences and detect latent predispositions to cardiac disorders. Both Euclidean and Manhattan distance metrics were evaluated. Features such as the QRS angle in the frontal plane, Detrended Fluctuation Analysis (DFA), High-Frequency power (HF), and others were analyzed for their ability to distinguish different patient clusters. In the Norm dataset, Euclidean distance clustering identified two main clusters, with Cluster 0 indicating a lower risk of heart failure. Key discriminative features included the “ALPHA QRS ANGLE IN THE FRONTAL PLANE” and DFA. In the patients’ dataset, three clusters emerged, with Cluster 1 identified as potentially high-risk. Manhattan distance clustering provided additional insights, highlighting features like “ST DISLOCATION” and “T AMP NORMALIZED” as significant for distinguishing between clusters. The analysis revealed distinct clusters that correspond to varying levels of heart failure risk. In the Norm dataset, two main clusters were identified, with one associated with a lower risk profile. In the patients’ dataset, a three-cluster structure emerged, with one subgroup displaying markedly elevated risk indicators such as high-frequency power (HF) and altered QRS angle values. Cross-dataset clustering confirmed consistent feature shifts between groups. These findings demonstrate the feasibility of ECG-based unsupervised clustering for early risk stratification. The results offer a non-invasive tool for personalized cardiac monitoring and merit further clinical validation. These findings emphasize the potential for clustering techniques to contribute to early heart failure detection and personalized monitoring. Future research should aim to validate these results in other populations and integrate these methods into clinical decision-making frameworks. Full article

Using the multifractal detrended cross-correlation analysis (MF-DCCA) method and the Empirical Mode Decomposition (EMD)-MF-DCCA method, this study quantifies the dynamic interrelation between carbon emission allowance returns in the Chinese and EU markets. The cross-correlation statistics indicate a moderate acceptance of the cross-correlation between the two carbon markets. Applying the MF-DCCA and EMD-MF-DCCA methods to the two markets reveals that their cross-correlation exhibits a power-law nature. Moreover, the apparent persistence of the cross-correlation and notable Hurst index show that the cross-correlation between long-term trends of the returns of the Guangdong and EU carbon emission markets exhibits stronger fractality over the long term, whereas the cross-correlation between the short-term fluctuations of the Hubei and EU carbon emission markets demonstrates stronger fractality. Subsequent investigations show that both fat tails and long memory contribute to the various fractals of the cross-correlation between the returns of the Chinese and EU carbon emission markets, especially for the fractals between the Hubei and EU carbon emission markets. Ultimately, the sliding window analysis demonstrates that national policy, trading activity, and other factors can make the observed multiple fractals more sensitive. The aforementioned findings facilitate an understanding of the current state of the Chinese carbon emission market and inform strategies for its future development. Full article

This study investigates the multifractal behavior of four leading semiconductor stocks—Intel (INTC), Advanced Micro Devices (AMD), Nvidia (NVDA), and Broadcom (AVGO)—in relation to key financial assets, including the Dow Jones Industrial Average (DJI), the Euro–U.S. Dollar exchange rate (EUR), gold (XAU), crude oil (WTI), and Bitcoin (BTC), using Multifractal Asymmetric Detrended Cross-Correlation Analysis (MF-ADCCA). The analysis is based on daily price return time series from January 2015 to January 2025. Results reveal consistent evidence of multifractality across all asset pairs, with the generalized Hurst exponent exhibiting significant variability, indicative of complex and nonlinear stock price dynamics. Among the semiconductor stocks, NVDA and AVGO exhibit the highest levels of multifractal cross-correlation, particularly with DJI, WTI, and BTC, while AMD consistently shows the lowest, suggesting comparatively more stable behavior. Notably, cross-correlation Hurst exponents with BTC are the highest, reaching approximately 0.54 for NVDA and AMD. Conversely, pairs with EUR display long-term negative correlations, with exponents around 0.46 across all semiconductor stocks. Multifractal spectrum analysis highlights that NVDA and AVGO exhibit broader and more pronounced multifractal characteristics, largely driven by higher fluctuation intensities. Asymmetric cross-correlation analysis reveals that stocks paired with DJI show greater persistence during market downturns, whereas those paired with XAU demonstrate stronger persistence during upward trends. Analysis of multifractality sources using surrogate time series confirms the influence of fat-tailed distributions and temporal linear correlations in most asset pairs, with the exception of WTI, which shows less complex behavior. Overall, the findings underscore the utility of multifractal asymmetric cross-correlation analysis in capturing the intricate dynamics of semiconductor stocks. This approach provides valuable insights for investors and portfolio managers by accounting for the multifaceted and asset-dependent nature of stock behavior under varying market conditions. Full article

In the current context of the global energy landscape, China is facing a growing challenge in oil and gas exploration and development. It is difficult to evaluate the log data because of the lithological composition of igneous rocks, which displays an unparalleled degree of complexity and unpredictability. Against this backdrop, this study deploys advanced multifractal detrended fluctuation analysis (MF-DFA) to comprehensively analyze key parameters within igneous rock logging data, including natural gamma-ray logging, resistivity logging, compensated neutron logging, and acoustic logging. The results unequivocally demonstrate that these logging data possess distinct multifractal characteristics. This multifractality serves as a powerful tool to elucidate the inherent complexity, heterogeneity, and structural and property variations in igneous rocks caused by diverse geological processes and environmental changes during their formation and evolution, which is crucial for understanding the subsurface reservoir behavior. Subsequently, through a series of rearrangement sequences and the replacement sequence on the original logging data, we identify that the probability density function and long-range correlation are the fundamental sources of the observed multifractality. These findings contribute to a deeper theoretical understanding of the data-generating mechanisms within igneous rock formations. Finally, multifractal detrended cross-correlation analysis (MF-DCCA) is employed to explore the cross-correlations among different types of igneous rock logging data. We uncover correlations among different igneous rocks’ logging data. These parameters exhibit different properties. There are negative long-range correlations between natural gamma-ray logging and resistivity logging, natural gamma-ray logging and compensated neutron logging in basalt, and resistivity logging and compensated neutron logging in diabase. The logging data on other igneous rocks have long-range correlations. These correlation results are of great significance as they provide solid data support for the formulation of oil and gas exploration and development plans. Full article

This work introduces a model for lead-acid battery health monitoring in automobiles, focusing on detecting degradation before complete failure. With the proliferation of electronic modules and increasing power demands in vehicles, along with enhanced sensor data availability, this study aims to investigate battery lifespan. Dead batteries often lead to customer dissatisfaction and additional expenses due to inadequate diagnosis. This study seeks to enhance predictive diagnostics and provide drivers with timely warnings about battery health. The proposed method employs the Detrended Cross-Correlation Analysis Coefficient for end-of-life detection by analyzing the cross-correlation of voltage signals from batteries in different states of health. The results demonstrate that batteries with a good state of health exhibit a coefficient consistently within the statistically significant cross-correlation zone across all time scales, indicating a strong correlation with reference batteries over extended time scales. In contrast, batteries with a deteriorated state of health compute a coefficient below 0.3, often falling within the non-significant cross-correlation zone, confirming a clear decline in correlation. The method effectively distinguishes batteries nearing the end of their useful life, offering a low-computational-cost alternative for real-time battery monitoring in automotive applications. Full article

This study investigates the complexity, efficiency, and sectoral interdependencies of the S&P Global BMI indices during critical global events, including the COVID-19 pandemic and the Russia–Ukraine war. The analysis is conducted in three dimensions: (1) evaluating market efficiency using permutation entropy and the Fisher information measure, (2) exploring sectoral alignments through clustering techniques (hierarchical and k-means clustering), and (3) assessing the influence of geopolitical risk using Multifractal Detrended Cross-Correlation Analysis (MFDCCA). The results highlight significant variations in informational efficiency across sectors, with Utilities and Consumer Staples exhibiting high efficiency, while Emerging Markets and Financials reflect lower efficiency levels. Temporal analysis reveals widespread efficiency declines during the pandemic, followed by mixed recovery patterns during the Ukraine conflict. Clustering analysis uncovers dynamic shifts in sectoral relationships, emphasizing the resilience of defensive sectors and the unique behavior of Developed BMI throughout crises. MFDCCA further demonstrates the multifractality in cross-correlations with geopolitical risk, with Consumer Staples and Energy showing stable persistence and Information Technology exhibiting sensitive complexity. These findings emphasize the adaptive nature of global markets in response to systemic and geopolitical shocks, offering insights for risk management and investment strategies. Full article

This study investigates the multifractal properties of daily returns of the Standard and Poor’s 500 Index (SPX), the Dow Jones Industrial Average (DJI), and the Nasdaq Composite Index (IXIC), the three main indices representing the U.S. stock market, from 1 January 2005 to 1 November 2024. The multifractal detrended fluctuation analysis (MF-DFA) method is applied in this study. The origins of the multifractal properties of these returns are both long-range correlation and fat-tail distribution properties. Our findings show that the SPX exhibits the highest multifractal degree, and the DJI exhibits the lowest for the whole sample. This study also examines the multifractal behaviors of cross-correlations among the three major indices through the multifractal detrended cross-correlation analysis (MF-DCCA) method. It is concluded that the indices are cross-correlated and the cross-correlations also exhibit multifractal properties. Meanwhile, these returns exhibit different multifractal properties in different stages of the market, which shows some asymmetrical dynamics of the multifractal properties. These empirical results may have some important managerial and academic implications for investors, policy makers, and other market participants. Full article

Understanding cross-correlation and information flow between stocks is crucial for stock market analysis. However, traditional methods often struggle to capture financial markets’ complex and multifaceted dynamics. This paper presents a robust combination of techniques, integrating three advanced methods: Multifractal Detrended Cross-Correlation Analysis (MFDCCA), transfer entropy (TE), and complex networks. To address inherent non-stationarity and noise in financial data, we employ Ensemble Empirical Mode Decomposition (EEMD) for preprocessing, which helps reduce noise and handle non-stationary effects. The application and effectiveness of this combination of techniques are demonstrated through examples, uncovering significant multifractal properties and long-range cross correlations among the stocks studied. This combination of techniques also captures the magnitude and direction of information flow between stocks. This holistic analysis provides valuable insights for investors and policymakers, enhancing their understanding of stock market behavior and supporting better-informed portfolio decisions and risk management strategies. Full article

The field of emotion recognition from physiological signals is a growing area of research with significant implications for both mental health monitoring and human–computer interaction. This study introduces a novel approach to detecting emotional states based on fractal analysis of electrodermal activity (EDA) signals. We employed detrended fluctuation analysis (DFA), Hurst exponent estimation, and wavelet entropy calculation to extract fractal features from EDA signals obtained from the CASE dataset, which contains physiological recordings and continuous emotion annotations from 30 participants. The analysis revealed significant differences in fractal features across five emotional states (neutral, amused, bored, relaxed, and scared), particularly those derived from wavelet entropy. A cross-correlation analysis showed robust correlations between fractal features and both the arousal and valence dimensions of emotion, challenging the conventional view of EDA as a predominantly arousal-indicating measure. The application of machine learning for emotion classification using fractal features achieved a leave-one-subject-out accuracy of 84.3% and an F1 score of 0.802, surpassing the performance of previous methods on the same dataset. This study demonstrates the potential of fractal analysis in capturing the intricate, multi-scale dynamics of EDA signals for emotion recognition, opening new avenues for advancing emotion-aware systems and affective computing applications. Full article

Analyzing the fluctuations of particulate matter (PM) concentrations and their scaling correlation structures are useful for air quality management. Multifractal characterization of PM2.5 and PM10 of three cities in India wase considered using the detrended fluctuation procedure from 2018 to 2021. The cross-correlation of PM concentration in a multifractal viewpoint using the multifractal cross-correlation analysis (MFCCA) framework is proposed in this study. It was observed that PM2.5 was more multifractal and complex than PM10 at all the locations. The PM–gaseous pollutant (GP) and PM–meteorological variable (MV) correlations across the scales were found to be weak to moderate in different cities. There was no definite pattern in the correlation of PM with different meteorological and gaseous pollutants variables. The nature of correlation in the pairwise associations was found to be of diverse and mixed nature across the time scales and locations. All the time series exhibited multifractality when analyzed pairwise using multifractal cross-correlation analysis. However, there was a reduction in multifractality in individual cases during PM–GP and PM–MV paired analyses. The insights gained into the scaling behavior and cross-correlation structure from this study are valuable for developing prediction models for PMs by integrating them with machine learning techniques. Full article

Multifractality is a concept that helps compactly grasp the most essential features of financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid cryptocurrencies traded on centralized exchanges. A new element that adds complexity to cryptocurrency markets is the possibility of decentralized trading. Based on the extracted tick-by-tick transaction data from the Universal Router contract of the Uniswap decentralized exchange, from 6 June 2023 to 30 June 2024, the present study using multifractal detrended fluctuation analysis (MFDFA) shows that even though liquidity on these new exchanges is still much lower compared to centralized exchanges, convincing traces of multifractality are already emerging in this new trading as well. The resulting multifractal spectra are, however, strongly left-side asymmetric, which indicates that this multifractality comes primarily from large fluctuations, and small ones are more of the uncorrelated noise type. What is particularly interesting here is the fact that multifractality is more developed for time series representing transaction volumes than rates of return. On the level of these larger events, a trace of multifractal cross-correlations between the two characteristics is also observed. Full article

The increasing occurrence of dry and hot summers generates chronic water deficits that negatively affect tree radial growth. This phenomenon has been widely studied in natural stands of native species but not in commercial plantations of exotic tree species. In central Chile, where the species is increasingly planted, the dynamics of stone pine (Pinus pinea L.) growth under drought have been little explored. We studied the impact of drought on four stone pine plantations growing in central Chile. We sampled and cross-dated a total of 112 trees from four sites, measured their tree-ring width (RWL) series, and obtained detrended series of ring width indices (RWIs). Then, we calculated three resilience indices during dry years (Rt, resistance; Rc, recovery; and Rs, resilience), and the correlations between the RWI series and seasonal climate variables. We found the lowest growth rate (1.94 mm) in the driest site (Peñuelas). Wet conditions in the previous winter and current spring favored growth. In the wettest site (Pastene), the growth rates were high (4.87 mm) and growth also increased in response to spring thermal amplitude. Overall, fast-growing trees were less resilient than slow-growing trees. Drought reduced stone pine stem growth and affected tree resilience to hydric deficit. At the stand level, growth rates and resistance were driven by winter and spring precipitation. Fast-growing trees were more resistant but showed less capacity to recover after a drought. In general, stone pine showed a high post-drought resilience due to a high recovery after drought events. The fact that we found high resilience in non-native habitats, opens new perspectives for stone pine cropping, revealing that it is possible to explore new areas to establish the species. We conclude that stone pine shows a good acclimation in non-native, seasonally dry environments. Full article

Ensuring the safety of transmission line towers is vital for human safety, power supply, economic development, and environmental protection. This study specifically examines how temperature affects tower inclination. Multifractal detrended cross-correlation analysis (MF-DCCA) is a combination of multifractal detrended fluctuation analysis (MF-DFA) and DCCA that reveals the multifractal features of two cross-correlated non-stationary signals. This paper adopts the MF-DCCA tool to investigate the cross-correlations between the internal temperature of an inclination sensor device and the posture of a transmission line tower. The tilt angle data in the x- and y-axes are used to measure the posture of the transmission line tower. We start by using Pearson correlation to assess the relationship between temperature and two inclination angles, followed by verifying their correlation with a p-value below $0.05$ using first-order linear fitting. We initially assess the multifractal features of three time series using MF-DFA before MF-DCCA analysis. All exhibit multifractal traits with $H\left(2\right)<0.5$, indicating negative persistence, especially notable in the temperature series. Finally, we adopt the MF-DCCA approach to examine the multifractal cross-correlation between tilt-angle time series and temperature time series, and the results indicate the negative persistence of the cross-correlation between the time series. Furthermore, the multifractal cross-correlation of temperature and inclination data on the y-axis was also found to be stronger than on the x-axis based on features of the scaling exponent and symmetry exponent. Full article

Long-term cross-correlational structures are examined for pairs of sea surface temperature anomalies (SSTAs) and advective forcing parameters and sea surface height anomalies (SSHAs) and current velocity anomalies (CVAs) in the East/Japan Sea (EJS); all these satellite datasets were collected between 1993 and 2023. By utilizing newly modified detrended cross-correlation analysis algorithms, incorporating local linear trend and local fluctuation level of an SSTA, the analyses were performed on timescales of 400–3000 days. Long-term cross-correlations between SSTAs and SSHAs are strongly persistent over nearly the entire EJS; the strength of persistence is stronger during rising trends and low fluctuations of SSTAs, while anti-persistent behavior appears during high fluctuations of SSTAs. SSTA-CVA pairs show high long-term persistence only along main current pathways: the zonal currents for the Subpolar Front and the meridional currents for the east coast of Korea. SSTA-CVA pairs also show negative long-term persistent behaviors in some spots located near the coasts of Korea and Japan: the zonal currents for the eastern coast of Korea and the meridional currents for the western coast of Japan; these behaviors seem to be related to the coastal upwelling phenomena. Further, these persistent characteristics are more conspicuous in the recent decades (2008~2023) rather than in the past (1993~2008). Full article