Concepedia

Fluctuation Decomposition

Fluctuation Decomposition is a methodological framework in fluctuation analysis that systematically separates complex time-series fluctuations into distinct, interpretable components—such as trend, periodic, and stochastic elements—based on their underlying generating mechanisms.

343

Publications

18.3K

Citations

901

Authors

469

Institutions

Publications per year

2017–2026

86

Parents

Publications

343

Detecting long-range correlations with detrended fluctuation analysis

Jan W. Kantelhardt, Eva Koscielny–Bunde, Hênio Henrique Aragao Rêgo et al. · Physica A Statistical Mechanics and its Applications · 2001 · 1.4K citations · Full text

, , +9

Fluctuation Properties of Nuclear Energy Levels: Do Theory and Experiment Agree?

R. U. Haq, Aditya Pandey, O. Bohigas · Physical Review Letters · 1982 · 363 citations

, , +13

A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility

Domenico Delli Gatti, Corrado Di Guilmi, Edoardo Gaffeo et al. · Journal of Economic Behavior & Organization · 2005 · 348 citations

, , +16

Recurrence quantification analysis of postural fluctuations

Michael A. Riley, Ramesh Balasubramaniam, M. T. Turvey · Gait & Posture · 1999 · 323 citations

, , +13

Fluctuation Properties of the TASEP with Periodic Initial Configuration

Alexei Borodin, Patrik L. Ferrari, Michael Prähofer et al. · Journal of Statistical Physics · 2007 · 269 citations · Full text

, , +10

1–5 of 343

Authors

901

  1. PS
    Pengjian Shang

    Beijing Jiaotong University, China

    6 publications · 309 citations

    6

    h-index

  2. JW
    Jun Wang

    Beijing Jiaotong University, China

    5 publications · 269 citations

    5

    h-index

  3. VP
    Vasiliki Plerou

    Boston University, United States

    4 publications · 294 citations

    4

    h-index

  4. JK
    Jarosław Kwapień

    Institute of Nuclear Physics, Polish Academy of Sciences, Poland

    4 publications · 167 citations

    4

    h-index

  5. SD
    Stanisław Drożdż

    Institute of Nuclear Physics, Polish Academy of Sciences, Poland

    4 publications · 167 citations

    4

    h-index

1–5 of 901

Institutions

469

  1. Beijing Jiaotong University

    Beijing, China

    13 h-index

    28 publications

    1.5K citations

  2. Boston University

    Boston, United States

    7 h-index

    15 publications

    1.3K citations

  3. The University of Tokyo

    Tokyo, Japan

    5 h-index

    6 publications

    380 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    8 publications

    415 citations

  5. Max Planck Institute for the Physics of Complex Systems

    Dresden, Germany

    5 h-index

    10 publications

    310 citations

  6. Harvard University

    Cambridge, United States

    5 h-index

    8 publications

    887 citations

  7. Australian National University

    Canberra, Australia

    4 h-index

    12 publications

    388 citations

  8. University of California, Los Angeles

    Los Angeles, United States

    4 h-index

    5 publications

    164 citations

1–8 of 469

Venues

  1. 31

    h-index

  2. Chaos Solitons & Fractals

    10 publications · 396 citations

    10

    h-index

  3. Physics Letters A

    7 publications · 287 citations

    7

    h-index

  4. Physical Review Letters

    PRL · 5 publications · 786 citations

    5

    h-index

  5. The European Physical Journal B

    5 publications · 409 citations

    5

    h-index

1–5