We study the performance of multifractal detrended fluctuation analysis (MF-DFA) applied to long-term correlated and multifractal data records in the presence of additive white noise, short-term memory and periodicities. Such additions and disturbances that can be typically found in the...

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet-transform modulus maxima technique and obtain agreement within the error margins....

We study the predictability of extreme events in records with linear and nonlinear long-range memory in the presence of additive white noise using two different approaches: (i) the precursory pattern recognition technique (PRT) that exploits solely the information about short-term precursors,...