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Turbulence-induced persistence in laser beam wandering
(Optical Society Of America, 2015-07)
We have experimentally confirmed the presence of longmemory correlations in the wandering of a thin Gaussian laser beam over a screen after propagating through a turbulent medium. A laboratory-controlled experiment was ...
Risk assessment of diabetes mellitus by chaotic globals to heart rate variability via six power spectra
(2017-09-01)
Background: The priniciple objective here is to analyze cardiovascular dynamics in diabetic subjects by actions related to heart rate variability (HRV). The correlation of chaotic globals is vital to evaluate the probability ...
Temporal correlations imaging fixed targets through turbulence
(Optical Society of America, 2016-06)
We study the temporal correlations from dynamic imaging through turbulence using incoherent light from fixed highcontrast targets. We conduct our experiment in controlled laboratory conditions using several values of the ...
Experimental confirmation of long-memory correlations in star-wander data
(Optical Society of America, 2014-07)
In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation ...
Universal persistence in astrophysical sources
(Elsevier, 2005-04-15)
We study the temporal correlations in 412 light curves of X-ray sources present in the public data collected by the instrument All Sky Monitor on board of the satellite Rossi X-ray timing explorer. The temporal light curves ...
Multifractality in domain wall dynamics of a ferromagnetic film
(American Physical Society, 2012-12-27)
We investigate the multifractal properties in the dynamics of domain walls of a ferromagnetic film. We apply
the Multifractal Detrended Fluctuation Analysis method in experimental Barkhausen noise time series measured in ...
Quantifying long-range correlations with a multiscale ordinal pattern approach
(Elsevier Science, 2016-03)
In this paper we use the ordinal patterns probabilities associated with fractional Brownian motions for estimating the Hurst exponent of artificially generated and experimentally measured data. Numerical analysis show a ...
Analysis of the nonlinear relationship between commodity prices in the last two decades
(Springer, 2014-10)
We propose the construction of a network to study the correlation among price indices of different commodities, by using the Multifractal Cross-Correlation method proposed by Podobnik and Stanley. This estimator, based on ...
Multifractal analysis of polyalanines time series
(2010)
Multifractal properties of the energy time series of short -helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique (multifractal detrended fluctuation analysis). Estimates ...