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Nicola Scafetta

Publications and source records attributed to Nicola Scafetta.

8 recordsLinked to original sources

Multiscaling comparative analysis of time series and a discussion on "earthquake conversations" in California.

Time series are characterized by complex memory and/or distribution patterns. In this Letter we show that stochastic models characterized by different statistics may equally well reproduce some pattern of a time series. In particular, we discuss the difference between Lévy-walk and fractal Gaussian intermittent signals and show that the adoption of complementary scaling analysis techniques may be useful to distinguish the two cases. Finally, we apply this methodology to the earthquake occurrences in California and suggest the possibility that earthquake occurrences are described by a colored ("long-range correlated") generalized Poisson model.

Journal Article↗

Solar turbulence in earth's global and regional temperature anomalies.

This paper presents a study of the influence of solar activity on the earth's temperature. In particular, we focus on the repercussion of the fluctuations of the solar irradiance on the temperature of the Northern and Southern hemispheres as well as on land and ocean regions. While solar irradiance data are not directly analyzed, we make use of a published solar irradiance reconstruction for long-time-scale fluctuations, and for short-time-scale fluctuations we hypothesize that solar irradiance and solar flare intermittency are coupled in such a way that the solar flare frequency fluctuations are stochastically equivalent to those of the solar irradiance. The analysis is based upon wavelet multiresolution techniques and scaling analysis methods for processing time series. The limitations of the correlation analysis applied to the short-time-scale fluctuations are discussed. The scaling analysis uses both the standard deviation and the entropy of the diffusion generated by the temperature signals. The joint use of these two scaling methods yields evidence of a Lévy component in the temporal persistence of the temperature fluctuations within the temporal range from a few weeks to a few years. This apparent Lévy persistence of the temperature fluctuations is found, by using an appropriate model, to be equivalent to the Lévy scaling of the solar flare intermittency. The mean monthly temperature data sets cover the period from 1856 to 2002.

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Influence of progressive central hypovolemia on Hölder exponent distributions of cardiac interbeat intervals.

The purpose of the study was to determine the dependency of the statistical properties of the R to R interval (RRI) time series on progressive central hypovolemia with lower body negative pressure. Two data-processing techniques based on wavelet transforms were used to determine the change in the nonstationary nature of the RRI time series with changing negative pressure. The results suggest that autonomic neural mechanism driving cardiac interbeat intervals during central hypovolemia go through various levels of multifractality, as determined by Hölder exponent distributions.

Adaptation, Physiological↗

Solar flare intermittency and the earth's temperature anomalies.

We argue that Earth's short-term temperature anomalies and the solar flare intermittency are linked. The analysis is based upon the study of the scaling of both the spreading and the entropy of the diffusion generated by the fluctuations of the temperature time series. The joint use of these two methods evidences the presence of a Lévy component in the temporal persistence of the temperature data sets that corresponds to the one that would be induced by the solar flare intermittency. The mean monthly temperature data sets cover the period from 1856 to 2002.

Journal Article↗

Nonlinear dynamical model of human gait.

We present a nonlinear dynamical model of the human gait control system in a variety of gait regimes. The stride-interval time series in normal human gait is characterized by slightly multifractal fluctuations. The fractal nature of the fluctuations becomes more pronounced under both an increase and decrease in the average gait. Moreover, the long-range memory in these fluctuations is lost when the gait is keyed on a metronome. Human locomotion is controlled by a network of neurons capable of producing a correlated syncopated output. The central nervous system is coupled to the motocontrol system, and together they control the locomotion of the gait cycle itself. The metronomic gait is simulated by a forced nonlinear oscillator with a periodic external force associated with the conscious act of walking in a particular way.

Biomechanical Phenomena↗

Scaling detection in time series: diffusion entropy analysis.

The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where ordinary statistical properties hold true even if strange kinetics are involved. We illustrate a method of statistical analysis based on the Shannon entropy of the diffusion process generated by the time series, called diffusion entropy analysis (DEA). We adopt artificial Gauss and Lévy time series, as prototypes of ordinary and anomalous statistics, respectively, and we analyze them with the DEA and four ordinary methods of analysis, some of which are very popular. We show that the DEA determines the correct scaling exponent even when the statistical properties, as well as the dynamic properties, are anomalous. The other four methods produce correct results in the Gauss case but fail to detect the correct scaling in the case of Lévy statistics.

Journal Article↗

Lévy scaling: the diffusion entropy analysis applied to DNA sequences.

We address the problem of the statistical analysis of a time series generated by complex dynamics with the diffusion entropy analysis (DEA) [N. Scafetta, P. Hamilton, and P. Grigolini, Fractals 9, 193 (2001)]. This method is based on the evaluation of the Shannon entropy of the diffusion process generated by the time series imagined as a physical source of fluctuations, rather than on the measurement of the variance of this diffusion process, as done with the traditional methods. We compare the DEA to the traditional methods of scaling detection and prove that the DEA is the only method that always yields the correct scaling value, if the scaling condition applies. Furthermore, DEA detects the real scaling of a time series without requiring any form of detrending. We show that the joint use of DEA and variance method allows to assess whether a time series is characterized by Lévy or Gauss statistics. We apply the DEA to the study of DNA sequences and prove that their large-time scales are characterized by Lévy statistics, regardless of whether they are coding or noncoding sequences. We show that the DEA is a reliable technique and, at the same time, we use it to confirm the validity of the dynamic approach to the DNA sequences, proposed in earlier work.

Biophysical Phenomena↗

Diffusion entropy and waiting time statistics of hard-x-ray solar flares.

We show at work a technique of scaling detection based on evaluating the Shannon entropy of the diffusion process obtained by converting the time series under study into trajectories. This method, called diffusion entropy, affords information that cannot be derived from the direct evaluation of waiting times. We apply this method to the analysis of the distribution of time distance tau between two nearest-neighbor solar flares. This traditional part of the analysis is based on the direct evaluation of the distribution function psi(tau), or of the probability Psi(tau), that no time distance smaller than a given tau is found. We adopt the paradigm of the inverse power-law behavior, and we focus on the determination of the inverse power index mu, without ruling out different asymptotic properties that might be revealed, at larger scales, with the help of richer statistics. We then use the DE method, with three different walking rules, and we focus on the regime of transition to scaling. This regime of transition and the value of the scaling parameter itself, delta, depends on the walking rule adopted, a property of interest to shed light on the slow process of transition from dynamics to thermodynamics often occurring under anomalous statistical conditions. With the first two rules the transition regime occurs throughout a large time interval, and the information contained in the time series is transmitted, to a great extent, to it, as well as to the scaling regime. By using the third rule, on the contrary, the same information is essentially conveyed to the scaling regime, which, in fact, emerges very quickly after a fast transition process. We show that the DE method not only causes to emerge the long-range correlation with a given mu < 3, and so a basin of attraction different from the ordinary Gaussian one, but it also reveals the presence of memory effects induced by the time dependence of the solar flare rate. When this memory is annihilated by shuffling, the scaling parameter delta is shown to fit the theoretically expected function of mu. All this leads us to the compelling conclusion that mu = 2.138+/-0.01.

Journal Article↗