Multifractal detrended fluctuation analysis of sunspot time series

M Sadegh Movahed, G R Jafari, F Ghasemi, Sohrab Rahvar, M Reza Rahimi Tabar
2006 Journal of Statistical Mechanics: Theory and Experiment  
We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 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 $0.12\pm 0.01$. Also we find that these
more » ... 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.
doi:10.1088/1742-5468/2006/02/p02003 fatcat:esidlg24xja7bfwi343xgkbakq