Multifractal detrended fluctuation analysis of sunspot time series

被引：228
作者：
Movahed, MS
Jafari, GR
Ghasemi, F
Rahvar, S
Tabar, MRR
机构：
[1] Sharif Univ Technol, Dept Phys, Tehran, Iran
[2] Inst Studies Theoret Phys & Math, Tehran 19395, Iran
[3] Iran Space Agcy, Tehran, Iran
[4] Shahid Beheshti Univ, Dept Phys, Tehran 19839, Iran
[5] CNRS, UMR 6529, Observat Cote Azur, F-06304 Nice 4, France
来源：
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT | 2006年
关键词：
new applications of statistical mechanics;
D O I：
10.1088/1742-5468/2006/02/P02003
中图分类号：
O3 [力学];
学科分类号：
08 ; 0801 ;
摘要：
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.
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页数：17
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