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Quantitative Characteristics of Correlations of Meteorological Data

100%
Rak R., Bwanakare S.
Acta Physica Polonica A
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2016
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vol. 129
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issue 5
922-926
EN
This paper presents the quantitative characteristics of correlations (and cross-correlations) of plant main eco-factors i.e. the ground and over-ground temperature, the wind speed, and the humidity. The study is based upon hourly data statistical observations collected in the region of Lublin, in Poland for the period 2001.05.07-2009.04.10. This paper indicates that plant growth conditions constitute an emergent response to the above direct eco-factors. Then, the dynamics properties of each eco-factor is first analyzed alone for its multifractal structure. We apply the multifractal detrended correlation analysis and multifractal detrended cross-correlation analysis. We show that the widest multifractal spectrum is for over-ground temperature and the strongest power-law cross-correlations exist between ground and over-ground temperature. Next, an impulse response analysis is carried out to measure dynamical inter causalities within all the considered variables. As far as cross-impact between different eco-variables is concerned, one observes that the wind speed, the ground temperature and the air humidity dynamics are the most influenced, in terms of memory length time, by external temperature.
2
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Route to Chaos in Generalized Logistic Map

100%
Rak R., Rak E.
Acta Physica Polonica A
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2015
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vol. 127
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issue 3A
A-113-A-117
EN
We postulate a generalization of well-known logistic map to open the possibility of optimization the modelling process of the population evolution. For proposed generalized equation we illustrate the character of the transition from regularity to chaos for the whole spectrum of model parameters. As an example we consider specific cases for both periodic and chaotic regime. We focus on the character of the corresponding bifurcation sequence and on the quantitative nature of the resulting attractor as well as its universal attribute (Feigenbaum constant).
3
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Cross-Correlations in Warsaw Stock Exchange

81%
Rak R., Kwapień J., Oświęcimka P., Drożdż S.
Acta Physica Polonica A
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2008
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vol. 114
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issue 3
561-568
EN
We study the inter-stock correlations for the largest companies listed on Warsaw Stock Exchange and included in the WIG20 index. Our results from the correlation matrix analysis indicate that the Polish stock market can be well described by a one-factor model. We also show that the stock- stock correlations tend to increase with the timescale of returns and they approach a saturation level for the timescales of at least 200 min, i.e. an order of magnitude longer than in the case of some developed markets. We also show that the strength of correlations among the stocks crucially depends on their capitalization. These results combined with our earlier findings together suggest that now the Polish stock market situates itself somewhere between an emerging market phase and a mature market phase.
4
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Different Fractal Properties of Positive and Negative Returns

71%
Oświęcimka P., Kwapień J., Górski A., Drożdż S., Rak R.
Acta Physica Polonica A
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2008
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vol. 114
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issue 3
547-553
EN
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using multifractal detrended fluctuation analysis. By calculating the singularity spectra f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a significant difference in the scaling properties of returns with opposite sign. The negative price changes are ruled by stronger temporal correlations than the positive ones, which is manifested by larger values of the corresponding Hölder exponents. As regards the properties of dominant trends, a bear market is more persistent than the bull market irrespective of the sign of fluctuations.
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