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Paper   IPM / Nano-Sciences / 8239
School of Nano Science
  Title:   Multifractal detrended fluctuation analysis of sunspot time series
  Author(s): 
1.  Mohammad Sadegh Movahed
2.  Gholam Reza Jafari
3.  F. Ghasemi
4.  S . Rahvar
5.  Mohammad Reza Rahimi Tabar
  Status:   Published
  Journal: J.Stat. Mech: Theory and Experiments
  No.:  2
  Vol.:  2006
  Year:  2006
  Pages:   1-17
  Publisher(s):   OP Publishing Ltd and SISSA
  Supported by:  IPM
  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 MFDFA 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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