Positive Long-range Correlations Research Articles

Saltwater intrusion in the Po River Delta (Italy) during drought conditions: Analyzing its spatio-temporal evolution and potential impact on agriculture

Saltwater intrusion along rivers is a complex process controlled by multiple factors and thus fluctuates with a highly nonlinear nature and time-varying characteristics. It is challenging to monitor saltwater intrusion. The objective of this study was to clarify the spatial-temporal variation of saltwater intrusion and its potential impact on agriculture in the Po River Delta (Italy). 2006 was the most severe year of saltwater intrusion in the period we considered. 2022 was even worse, but the data are still under processing. In this study, the Hilbert-Huang transform (HHT) and rescaled range (R/S) were used to identify the multi-time scales and change trends of the salinity and discharge in 2006. After that, the time-dependent intrinsic correlation (TDIC) was used to depict intrinsic relationships between salinity and discharge at different time scales. The results showed that discharge and salinity exhibited behaviours of positive long-range correlation during different periods. The temporal series of salinity and discharge was decomposed into six intrinsic mode functions (IMF) and residuals based on the ensemble empirical mode decomposition (EEMD). The sum of variance contribution rates of IMF1 (4 days), IMF2 (10 days), and IMF3 (12.1 days) of salinity was more than 75%. All measured TDICs have highlighted strong correlations between salinity and discharge. Furthermore, we used spatial interpolation techniques to map salinity data along rivers. This allowed the investigation of dynamic changes in saltwater intrusion patterns during periods of severe drought. Outcomes show a significant negative correlation between salinity and normalized difference vegetation index (NDVI), indicating that the study area's agricultural greening was affected by saltwater intrusion.

On the fractal properties of cosmic rays and Sun dynamics cross-correlations

We investigate the cosmic rays and ten physical parameters of heliosphere behavior considering the scaling features of their temporal evolution. Our analysis start with the cosmic rays measurements by a neutron monitor station located in Moscow, as well sunspot, Ap index, Na/Np, Alfven mach number, DST index, Kp index, Plasma beta (beta ), Proton temperature, F_{10.7} index and Field magnitude |B| (Interplanetary Magnetic Field, IMF), for the period 1976 to early 2020. Each of these datasets was analyzed by using the Multifractal Detrended Fluctuation Analysis and Multifractal Detrended Cross-Correlation Analysis in order to investigate intrinsic properties, like self-similarity and the spectrum of singularities. The main result obtained is that the cosmic rays time series as well the 10 heliospheric parameters exhibit positive long-range correlations with multifractal behavior.

Multifractal and Long-Term Memory of Impervious Surface Spatial Patterns in a Coastal City in China

An understanding of the multifractal and long-range dependence of impervious surfaces (IS) spatiotemporal patterns is helpful for regional environmental assessment and urban planning. Linear spectral-mixture analysis has been applied to compute IS in the coastal city of Xiamen, China, based on Landsat TM/OLI/TIRS images, and then the long-term trends and multifractal characteristics of IS patterns have been investigated using two-dimensional multifractal detrended fluctuation analysis. The IS spatial distribution displayed similar positive long-range correlations in study areas during the 1994–2015 period. IS have a long-memory characteristic within a certain spatial range, with an increase in the value of a pixel likely to cause an increment in the value of its neighbors. The multifractality of the IS distribution increased in Xiamen City during 1994–2015, but was lower than those in Xiamen Island. The multifractal spectra in Xiamen City vary in shape between years, capturing its evolution from right truncation with a long left tail to left truncations and long right tails and then a symmetrical shape. The fractal structure for Xiamen Island exhibits similar patterns of long right tails and left truncations. Economic and political considerations coupled with natural geographic conditions dominate the long-range trends in the IS spatial patterns.

Extended detrended fluctuation analysis: effects of nonstationarity and application to sleep data

Extended detrended fluctuation analysis (EDFA) is a recently proposed modification of the conventional method, which provides a characterization of complex time series with varying nonstationarity. It evaluates two scaling exponents for a better quantification of inhomogeneous datasets. Here, we study the effect of different types of nonstationarity on these exponents, including trend, switching between processes with distinct statistical properties and energy variability. Using the simulated signals, we show that the first two types of nonstationarity have the strongest effect for anticorrelated processes and complicate their diagnosis. Nonstationarity in energy is more crucial for time series with positive long-range correlations. Next, we apply EDFA to rat experiments to study the activation of brain lymphatic drainage during sleep. Our analysis reveals significant distinctions in EDFA’s measures between the background electrical activity of the brain and the stage of sleep. The latter offers an indirect way to identify and characterize the nightly activation of the drainage and clearance of brain tissue.

Temporal variations in runoff and sediment yield associated with soil surface roughness under different rainfall patterns

Soil surface roughness (SSR) is one of the topographic factors affecting soil erosion. Currently, temporal variation characteristics of runoff and sediment yield of SSR is still unknown. In this study, ridge tillage (RT) and linear slope (CK) were used to simulate different SSR. Artificial rainfall experiments including increased and decreased rainfall series were conducted in two runoff plots on a slope gradient of 15°. The rainfall intensities were 1.0, 1.5 and 2.0mm min−1 and the rainfall duration were 60, 40 and 30min, respectively. A method combining of the pin meter and photography was used to measure micro-topographic changes before and after each run. The results showed that the SSR values of RT ranged from 175.94mm to 181.50mm and SSR values of CK ranged from 75.66mm to 79.80mm. The temporal variations of runoff and sediment yield associated with SSR had positive long-range correlation and varied periodically every 9–16min under different rainfall patterns. There was a critical value on the spatial heterogeneity of SSR that affecting soil erosion. SSR reduced the frequency of periodic oscillations of runoff and sediment yield, and then reduced the turbulence of runoff and sediment yield during the rainfall, which had good effect of soil and water conservation. When SSR exceeded the certain critical condition, SSR served as the source of erosion by increasing the periodic oscillation energy, increased the turbulence of runoff and sediment yield, which led to a large amount of soil and water loss. The findings will help elucidate soil erosion mechanisms in sloping farmland and provide a new insight for understanding of temporal variations in runoff and sediment yield.

Long-range spatio-temporal correlations in multimode fibers for pulse delivery

Long-range correlations play an essential role in wave transport through disordered media, but have rarely been studied in other complex systems. Here we discover spatio-temporal intensity correlations for an optical pulse propagating through a multimode fiber with strong random mode coupling. Positive long-range correlation arises from multiple scattering in fiber mode space and depends on the statistical distribution of arrival times. By optimizing the incident wavefront of a pulse, we maximize the power transmitted at a selected time, and such control is significantly enhanced by the long-range spatio-temporal correlation. We provide an explicit relation between the correlation and the power enhancement, which agrees with experimental results. Our work shows that multimode fibers provide a fertile ground for studying complex wave phenomena. The strong spatio-temporal correlation can be employed for efficient power delivery at a well-defined time.

On the link between atmospheric cloud parameters and cosmic rays

We investigate the cosmic rays behavior with respect to the scaling features of their temporal evolution. Our analysis is based on cosmic rays measurements by three neutron monitor stations in Athens (Greece), Jungfraujoch (Switzerland) and Oulu (Finland), for the period 2000 to early 2017. Each of these datasets was analyzed by using the Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA) in order to investigate intrinsic properties, like self-similarity and the spectrum of singularities. The main result obtained is that the cosmic rays time series as recorded by the aforementioned neutron monitor stations exhibit positive long-range correlations of 1/f type with multifractal behavior meaning that this behavior is characteristic for cosmic rays at North Hemisphere. In addition, we investigate the possible similar scaling features in the temporal evolution of meteorological parameters that are closely associated with the cosmic rays, such as physical properties of clouds. The main conclusions drawn from the latter investigation are that positive long-range correlations are observed in cloud optical thickness liquid mean and cirrus reflectance mean, while both of them do not present statistically significant correlation with cosmic rays, which is in agreement with earlier studies.

Investigating detrended fluctuation analysis with structural breaks

Detrended Fluctuation Analysis has been used in several fields of science to study the statistical properties of trend stationary and nonstationary time-series. Its application to financial data has produced important results concerning long-range correlations and long-memory. However, these results may be contaminated if the researcher attributes to nonstationary trends the effect of stationary trends with endogenous structural breaks. Our paper proposes a modified DFA model where boxes to determine local trends are replaced by endogenous structural break windows. We also allow local trends fitted by quadratic functions and use squared residuals in place of patchy standard deviations to study the magnitude of the power-law exponent. The results show that our modified DFA model performs better than the fixed length alternatives originally proposed, and is, therefore, a suitable model to fit with financial data. Consistently with previous findings, our results show positive long-range correlation in all indices with the higher value for emerging markets.

The global signature of the El Niño/La Niña Southern Oscillation

ABSTRACTSatellite and ground-based observations are used to explore the composite oceanic–atmospheric link known as the El Niño/La Niña Southern Oscillation (ENSO) phenomenon, which is closely associated with extreme weather events (e.g. heat waves, tornadoes, floods, and droughts), incidence of epidemic diseases (e.g. malaria), severe coral bleaching, etc. The ENSO temporal evolution depends on the energy exchange within the coupled ocean/atmosphere system. Its cycle has an average period of about 4 years, but there is considerable modulation of it from several sources and this is not yet fully understood. In this article, we attempted to explore the intrinsic features of the Best ENSO Index (BEI) from 1870 to 2017. Studying the distribution that characterizes BEI increments, the asymptotic power-law scaling was revealed in their extreme fluctuations. Additionally, in order to study the evolution of BEI data over time, the detrended fluctuation analysis was used, which showed positive long-range correlations of power-law type and multifractal behaviour. These results aim to give a better insight into the global signature of ENSO evolution, considering both the continuous natural interactions taking place between the oceans and the atmosphere and anthropogenic effects. Furthermore, the results obtained could be employed to elucidate the development of more accurate advanced modelling of ocean–atmosphere interactions, thereby improving climate change projections.

Nonmonotonic spatial structure of interneuronal correlations in prefrontal microcircuits

Correlated fluctuations of single neuron discharges, on a mesoscopic scale, decrease as a function of lateral distance in early sensory cortices, reflecting a rapid spatial decay of lateral connection probability and excitation. However, spatial periodicities in horizontal connectivity and associational input as well as an enhanced probability of lateral excitatory connections in the association cortex could theoretically result in nonmonotonic correlation structures. Here, we show such a spatially nonmonotonic correlation structure, characterized by significantly positive long-range correlations, in the inferior convexity of the macaque prefrontal cortex. This functional connectivity kernel was more pronounced during wakefulness than anesthesia and could be largely attributed to the spatial pattern of correlated variability between functionally similar neurons during structured visual stimulation. These results suggest that the spatial decay of lateral functional connectivity is not a common organizational principle of neocortical microcircuits. A nonmonotonic correlation structure could reflect a critical topological feature of prefrontal microcircuits, facilitating their role in integrative processes.

Empirical analysis of scaling and fractal characteristics of outpatients

Abstract The paper uses power-law frequency distribution, power spectrum analysis, detrended fluctuation analysis, and surrogate data testing to evaluate outpatient registration data of two hospitals in China and to investigate the human dynamics of systems that use the “first come, first served” protocols. The research results reveal that outpatient behavior follow scaling laws. The results also suggest that the time series of inter-arrival time exhibit 1 / f noise and have positive long-range correlation. Our research may contribute to operational optimization and resource allocation in hospital based on FCFS admission protocols.

Statistical properties of trading volume of Chinese stocks

The cumulative distribution of trading volume is investigated for Chinese stocks. Different from the power-law scaling of mature markets, the distribution is well fitted by a stretched exponential function f ( x ) ∼ e − α x γ . With the autocorrelation function and the detrended fluctuation analysis, the long-range autocorrelation of trading volume is revealed. The conditional dependence of volume on volatility and the volume–volatility cross-correlation are studied, and a positive long-range correlation between volume and volatility is observed.

Long-range negative correlation of glucose dynamics in humans and its breakdown in diabetes mellitus

Diurnal fluctuations in glucose levels continuously monitored during normal daily life are investigated using an extended random walk analysis, referred to as detrended fluctuation analysis (DFA), in 12 nondiabetic subjects and 15 diabetic patients. The DFA exponent alpha = 1.25 +/- 0.29 for healthy individuals in the "long-range" (>2 h) regime is shown to be significantly (P < 0.01) smaller than the reference "uncorrelated" value of alpha = 1.5, suggesting that the instantaneous net effects of the dynamical balance of glucose flux and reflux, causing temporal changes in glucose concentration, are long-range negatively correlated. By contrast, in diabetic patients, the DFA exponent alpha = 1.65 +/- 0.30 is significantly (P < 0.05) higher than that in nondiabetic subjects, evidencing a breakdown of the long-range negative correlation. It is suggested that the emergence of such positive long-range glucose correlations in diabetic patients-indicating that the net effects of the flux and reflux persist for many hours-likely reflects pathogenic mechanisms of diabetes, i.e., the lack of long-term stability of blood glucose and that the long-range negatively correlated glucose dynamics are functional in maintaining normal glucose homeostasis.

Positive and negative long-range correlations in the string fusion model

The theoretical model for the description of correlations between observables in two separated rapidity windows for AA-interactions at high energies is presented. The possibility of experimental observation of the correlations is studied within the framework of thee model.

Long-Range Correlations in the Extratropical Atmospheric Circulation: Origins and Implications

Abstract The atmospheric general circulation often enters into regimes that cause weather anomalies (departures from an average state) to persist over areas of the globe. By considering 500-hPa measurements the authors demonstrate the existence of scale invariance in the variability of extratropical atmospheric circulation anomalies over the whole range of timescales resolved by the available data, from a week to a decade. This scale invariance indicates an absence of characteristic timescales and the presence of positive long-range correlations, meaning that if an anomaly of a particular sign exists in the past it will most likely continue to exist in the future. Moreover, this scale invariance indicates that the dynamics of small scales are connected to the dynamics of large scales via a simple power law. A consequence of this finding is that the memory of the system is not confined only to large scales but extends to small scales as well. By investigating the hemispheric structure of 500-hPa fields ove...

Anomalous correlation of intensity fluctuations in strong-scattering media

In the strong-scattering regime, interference between the optical paths in a random medium induces anomalous statistical properties of multiply scattered light. It is shown from numerical simulations that positive and negative long-range correlations of intensity fluctuations appear in transmitted light and reflected light respectively. The mechanism of producing such correlations is discussed, together with the effect of the strength of scattering and the sample dimensionality.

Long-range correlations in hadron-nucleus interactions

An analysis of correlations in rapidity of charged particles produced in proton and antiproton interactions on hydrogen, argon and xenon at 200 GeV is presented. Positive long-range correlations are observed in interactions on heavy targets. The dependence of rapidity correlations between the forward and backward hemisphere on the number of projectile collisions is discussed.

Statistical approach to nondiffractive hadron-hadron collisions: Multiplicity distributions and correlations in different rapidity intervals.

It is shown that the recently observed pseudorapidity-interval dependence in multiplicity distributions and the existence of positive long-range correlations between the numbers of charged particles in different pseudorapidity intervals give further evidence for the statistical nature of nondiffractive hadron-hadron collision processes. Quantitative predictions are made for future experiments at higher bombarding energies. It is pointed out in particular that for every (sufficiently high total c.m.-system) energy \ensuremath{\surd}s , there exists a (pseudo)rapidity interval W in which the probability ${P}_{W}$(${n}_{W}$) to find ${n}_{W}$ charged hadrons (in this given interval) satisfies 〈${n}_{W}$〉${P}_{W}$(${n}_{W}$)=4${n}_{W}$/〈${n}_{W}$〉 \ifmmode\times\else\texttimes\fi{}exp(-2${n}_{W}$/〈${n}_{W}$〉), where 〈${n}_{W}$〉 is the average value of ${n}_{W}$.

Diffractive dissociation and correlations in inclusive spectra

It is pointed out that the superposition of two different mechanisms of particle production may lead to positive long-range correlations between particles in inclusive spectra. The interplay of diffractive dissociation and non-diffractive particle production is discussed in some detail and it is suggested that this effect may account for a large fraction of the correlations observed in the process p+p→ π −+ π −+ anything at high energies.