Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model

林敏, 颜双喜, 赵钢, 王刚

理论物理通讯 ›› 2013, Vol. 59 ›› Issue (01) : 1-6.

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会计学季刊
Quarterly Journal of Accounting
主办单位:
香港中文大学会计学院
上海财经大学会计学院
南京大学商学院会计学系
ISSN: 3006-1415
PDF(808 KB)
理论物理通讯 ›› 2013, Vol. 59 ›› Issue (01) : 1-6.

Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model

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Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model

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摘要

We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen (OFC) earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.

Abstract

We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen (OFC) earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.

关键词

multifractal detrended fluctuation analysis / avalanche / correlations

Key words

multifractal detrended fluctuation analysis / avalanche / correlations

引用本文

导出引用
林敏, 颜双喜, 赵钢, . Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model[J]. 理论物理通讯, 2013, 59(01): 1-6
LIN Min, YAN Shuang-Xi, ZHAO Gang, et al. Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model[J]. Communications in Theoretical Physics, 2013, 59(01): 1-6
中图分类号: 02.50.Ey    45.70.Ht   

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基金

Supported by Foundation for Outstanding Young and Middle-aged Scientists in Shandong Province under Grant No. BS2011HZ019, State Key Laboratory of Data Analysis and Applications, State Oceanic Administration under Grant No. LDAA-2011-02, and the Fundamental Research Funds for the Central Universities under Grant No. 201113006


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