2014
DOI: 10.1007/s00704-014-1268-y
|View full text |Cite
|
Sign up to set email alerts
|

Multifractal characterization of global temperature anomalies

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4
1

Citation Types

2
37
0

Year Published

2015
2015
2024
2024

Publication Types

Select...
8
1

Relationship

1
8

Authors

Journals

citations
Cited by 47 publications
(39 citation statements)
references
References 34 publications
2
37
0
Order By: Relevance
“…If the multifractality source is the long-range correlation, the shuffled series exhibits non-multifractal scaling, since the shuffling of time series destroys the longrange correlation. In contrast, if the multifractality in the time series is due to a broad probability density function, the spectra obtained for the AAFT surrogate data indicate no multifractality (Min et al 2013, Mali 2014. To better compare the impact of a broad probability density function on multifractality, we applied the procedure (Clauset et al 2009) based on the maximum likelihood method and the KolmogorovSmir nov statistic.…”
Section: Data Analysesmentioning
confidence: 99%
“…If the multifractality source is the long-range correlation, the shuffled series exhibits non-multifractal scaling, since the shuffling of time series destroys the longrange correlation. In contrast, if the multifractality in the time series is due to a broad probability density function, the spectra obtained for the AAFT surrogate data indicate no multifractality (Min et al 2013, Mali 2014. To better compare the impact of a broad probability density function on multifractality, we applied the procedure (Clauset et al 2009) based on the maximum likelihood method and the KolmogorovSmir nov statistic.…”
Section: Data Analysesmentioning
confidence: 99%
“…MF-DFA has successfully been applied to fields as diverse as finance and stock markets [43][44][45], seismicity [46][47][48], mineral grade detection [49], climate change [50][51][52][53][54], traffic flow [55,56], speech signal characteristics [57], plant species identification [58], air pollution [59,60], and heart rate dynamics [61]. It is very valuable to introduce this method into the analysis of shoulder-lines.…”
Section: Introductionmentioning
confidence: 99%
“…Kantelhardt et al [21] have extended the DFA method for nonstationary and multifractal series, and the generalized DFA also known as the multifractal DFA (MF-DFA) method, is a robust and powerful technique for the verification of multifractal behavior of time series data. The MF-DFA technique has so far been applied to various time series data, such as stock markets [22,23], foreign exchange markets [24,25], geophysical time series [26,27], and medicine [28,29]. Obviously, the spectrum of references on the application of MF-DFA is not a complete one.…”
Section: Introductionmentioning
confidence: 99%