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Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFAExpand
Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series.
A new method--detrended fluctuation analysis (DFA)--for quantifying this correlation property in non-stationary physiological time series is described and application of this technique shows evidence for a crossover phenomenon associated with a change in short and long-range scaling exponents. Expand
Mosaic organization of DNA nucleotides.
This work analyzes two classes of controls consisting of patchy nucleotide sequences generated by different algorithms--one without and one with long-range power-law correlations, finding that both types of sequences are quantitatively distinguishable by an alternative fluctuation analysis method. Expand
Catastrophic cascade of failures in interdependent networks
This work develops a framework for understanding the robustness of interacting networks subject to cascading failures and presents exact analytical solutions for the critical fraction of nodes that, on removal, will lead to a failure cascade and to a complete fragmentation of two interdependent networks. Expand
Optimizing the success of random searches
It is shown that, when the target sites are sparse and can be visited any number of times, an inverse square power-law distribution of flight lengths, corresponding to Lévy flight motion, is an optimal strategy. Expand
Identification of influential spreaders in complex networks
Spreading of information, ideas or diseases can be conveniently modelled in the context of complex networks. An analysis now reveals that the most efficient spreaders are not always necessarily theExpand
Detecting long-range correlations with detrended fluctuation analysis
We examine the detrended fluctuation analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling which appearExpand
Long-range anticorrelations and non-Gaussian behavior of the heartbeat.
It is found that the successive increments in the cardiac beat-to-beat intervals of healthy subjects display scale-invariant, long-range anticorrelations (up to 10(4) heart beats), and the different scaling behavior in health and disease must relate to the underlying dynamics of the heartbeat. Expand
Scaling behaviour in the growth of companies
A SUCCESSFUL theory of corporate growth should include both the external and internal factors that affect the growth of a company1–18. Whereas traditional models emphasize production-relatedExpand
Self-similarity of complex networks
A power-law relation is identified between the number of boxes needed to cover the network and the size of the box, defining a finite self-similar exponent to explain the scale-free nature of complex networks and suggest a common self-organization dynamics. Expand