Multifractal detrended fluctuation analysis of sunspot time series

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Published 9 February 2006 • IOP Publishing Ltd
, , Citation M Sadegh Movahed et al J. Stat. Mech. (2006) P02003 DOI 10.1088/1742-5468/2006/02/P02003

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This article is corrected by J. Stat. Mech. (2011) E09001

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Author affiliations

1 Department of Physics, Sharif University of Technology, PO Box 11365-9161, Tehran, Iran

2 Institute for Studies in Theoretical Physics and Mathematics, PO Box 19395-5531, Tehran, Iran

3 Iran Space Agency, PO Box 199799-4313, Tehran, Iran

4 Department of Physics, Shahid Beheshti University, Evin, Tehran 19839, Iran

5 CNRS UMR 6529, Observatoire de la Côte d'Azur, BP 4229, 06304 Nice Cedex 4, France

Dates

  1. Received 6 December 2005
  2. Accepted 20 January 2006
  3. Published

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1742-5468/2006/02/P02003

Abstract

We use multifractal detrended fluctuation analysis (MF-DFA), to 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 ± 0.01. Also we 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.

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10.1088/1742-5468/2006/02/P02003