2013•Communications in Theoretical PhysicsOpen access

Multifractal Detrended Fluctuation Analysis of Interevent Time Series in a Modified OFC Model

Min Lin, Shuang-Xi Yan, Gang Zhao, Gang Wang

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Abstract

We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami—Feder—Christensen (OFC) earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.

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We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami—Feder—Christensen (OFC) earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.

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Available abstract

We use multifractal detrended fluctuation analysis (MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami—Feder—Christensen (OFC) earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.

Key concepts: Multifractal system, Detrended fluctuation analysis, Hurst exponent, Series (stratigraphy), Statistical physics, Singularity, Scale (ratio), Range (aeronautics)

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