Attempt to distinguish electric signals of a dichotomous nature

Complexity measure in natural time analysis identifying the accumulation of stresses before major earthquakes

Here, we suggest a procedure through which one can identify when the accumulation of stresses before major earthquakes (EQs) (of magnitude M 8.2 or larger) occurs. Analyzing the seismicity in natural time, which is a new concept of time, we study the evolution of the fluctuations of the entropy change of seismicity under time reversal for various scales of different length i (number of events). Although the stress might be accumulating throughout the entire process of EQ preparation due to tectonic loading, here we find that the proposed complexity measure reveals different stress accumulation characteristics from those in the long-term background when the system approaches the critical stage. Specifically, we find that anomalous intersections between scales of different i are observed upon approaching a major EQ occurrence. The investigation is presented for the seismicity in Japan since 1984 including the M9 Tohoku EQ on 11 March 2011, which is the largest EQ ever recorded there, as well as for the seismicity before 2017 Chiapas M8.2 EQ, which is Mexico's largest EQ in more than a century. Based on this new complexity measure, a preprint submitted on 5 December 2023 anticipated the 1 January 2024 M7.6 EQ in Japan.

Tsallis q-Statistics in Seismology

Non-extensive statistical mechanics (or q-statistics) is based on the so-called non-additive Tsallis entropy. Since its introduction by Tsallis, in 1988, as a generalization of the Boltzmann-Gibbs equilibrium statistical mechanics, it has steadily gained ground as a suitable theory for the description of the statistical properties of non-equilibrium complex systems. Therefore, it has been applied to numerous phenomena, including real seismicity. In particular, Tsallis entropy is expected to provide a guiding principle to reveal novel aspects of complex dynamical systems with catastrophes, such as seismic events. The exploration of the existing connections between Tsallis formalism and real seismicity has been the focus of extensive research activity in the last two decades. In particular, Tsallis q-statistics has provided a unified framework for the description of the collective properties of earthquakes and faults. Despite this progress, our present knowledge of the physical processes leading to the initiation of a rupture, and its subsequent growth through a fault system, remains quite limited. The aim of this paper was to provide an overview of the non-extensive interpretation of seismicity, along with the contributions of the Tsallis formalism to the statistical description of seismic events.

Earthquake Nowcasting: Retrospective Testing in Greece

Earthquake nowcasting (EN) is a modern method of estimating seismic risk by evaluating the progress of the earthquake (EQ) cycle in fault systems. EN evaluation is based on a new concept of time, termed 'natural time'. EN employs natural time, and uniquely estimates seismic risk by means of the earthquake potential score (EPS), which has been found to have useful applications both regionally and globally. Amongst these applications, here we focused on Greece since 2019, for the estimation of the EPS for the largest-magnitude events, MW(USGS) ≥ 6, that occurred during our study period: for example, the MW= 6.0 WNW-of-Kissamos EQ on 27 November 2019, the MW= 6.5 off-shore Southern Crete EQ on 2 May 2020, the MW= 7.0 Samos EQ on 30 October 2020, the MW= 6.3 Tyrnavos EQ on 3 March 2021, the MW= 6.0 Arkalohorion Crete EQ on 27 September 2021, and the MW= 6.4 Sitia Crete EQ on 12 October 2021. The results are promising, and reveal that the EPS provides useful information on impending seismicity.

Order Parameter and Entropy of Seismicity in Natural Time before Major Earthquakes: Recent Results

A lot of work in geosciences has been completed during the last decade on the analysis in the new concept of time, termed natural time, introduced in 2001. The main advances are presented, including, among others, the following: First, the direct experimental verification of the interconnection between a Seismic Electric Signals (SES) activity and seismicity, i.e., the order parameter fluctuations of seismicity exhibit a clearly detectable minimum when an SES activity starts. These two phenomena are also linked closely in space. Second, the identification of the epicentral area and the occurrence time of an impending major earthquake (EQ) by means of the order parameter of seismicity and the entropy change of seismicity under time reversal as well as the extrema of their fluctuations. An indicative example is the M9 Tohoku EQ in Japan on 11 March 2011. Third, to answer the crucial question—when a magnitude 7 class EQ occurs—whether it is a foreshock or a mainshock. This can be answered by means of the key quantities already mentioned, i.e., the order parameter of seismicity and the entropy change of seismicity under time reversal along with their fluctuations. The explanation of the experimental findings identified before major EQs is given in a unified way on the basis of a physical model already proposed in the 1980s.

Comparative Assessment of Criticality Indices Extracted from Acoustic and Electrical Signals Detected in Marble Specimens

The quantitative determination of the current load carrying capability of already loaded structural elements and the possibility to detect proper indices that could be considered as signals for timely warning that the load carrying capacity is exhausted is the subject of this study. More specifically, it aims to explore the possibility of detecting signals that can be considered as indices warning about upcoming fracture and then to compare quantitatively such signals provided by different techniques. The novelty of the present study lies exactly in this quantitative comparison of the pre-failure signals provided by various sensing techniques and various methods of analysis of the experimental data. To achieve this target, advantage is taken of data concerning the acoustic and electrical activities produced while marble specimens are subjected to mechanical loading. The respective signals are detected and recorded by means of the acoustic emissions technique and that of the pressure stimulated currents. The signals detected by the acoustic emissions technique are analyzed in terms of three formulations, i.e., the b-value, the F-function and the parameters variance κ1, entropy S and entropy under time reversal S_ according to the natural time analysis. The signals detected by the pressure stimulated currents technique are analyzed by means of the intensity of the electric current recorded. The study indicates that all quantities considered provide promising pre-failure indicators. Furthermore, when the specimen is subjected to near-to-failure load levels, the temporal evolution of three of the quantities studied (b-value, F-function, pressure stimulated currents) is governed by a specific power law. The onset of validity of this law designates some differentiation of the damage mechanisms activated. Quantitative differences are observed between the time instants at which this power law starts dictating the evolution of the above parameters, indicating the imperative need for further investigation, despite the quite encouraging results of the present study.

Low-Frequency Seismic Noise Properties in the Japanese Islands

The records of seismic noise in Japan for the period of 1997-2020, which includes the Tohoku seismic catastrophe on 11 March 2011, are considered. The following properties of noise are analyzed: The wavelet-based Donoho-Johnston index, the singularity spectrum support width, and the entropy of the wavelet coefficients. The question of whether precursors of strong earthquakes can be formulated on their basis is investigated. Attention is paid to the time interval after the Tohoku mega-earthquake to the trends in the mean properties of low-frequency seismic noise, which reflect the constant simplification of the statistical structure of seismic vibrations. Estimates of two-dimensional probability densities of extreme values are presented, which highlight the places in which extreme values of seismic noise properties are most often realized. The estimates of the probability densities of extreme values coincide with each other and have a maximum in the region: 30° N ≤ Lat ≤ 34° N, 136° E ≤ Lon≤ 140° E. The main conclusions of the conducted studies are that the preparation of a strong earthquake is accompanied by a simplification of the structure of seismic noise. It is shown that bursts of coherence between the time series of the day length and the noise properties within annual time window precede bursts of released seismic energy. The value of the lag in the release of seismic energy relative to bursts of coherence is about 1.5 years, which can be used to declare a time interval of high seismic hazard after reaching the peak of coherence.

Nowcasting Avalanches as Earthquakes and the Predictability of Strong Avalanches in the Olami-Feder-Christensen Model

Nowcasting earthquakes, suggested recently as a method to estimate the state of a fault and hence the seismic risk, is based on the concept of natural time. Here, we generalize nowcasting to a prediction method the merits of which are evaluated by means of the receiver operating characteristics. This new prediction method is applied to a simple (toy) model for the waiting (natural) time of the stronger earthquakes, real seismicity, and the Olami-Feder-Christensen earthquake model with interesting results revealing acceptable to excellent or even outstanding performance.

Natural Time Analysis: The Area under the Receiver Operating Characteristic Curve of the Order Parameter Fluctuations Minima Preceding Major Earthquakes

It has been reported that major earthquakes are preceded by Seismic Electric Signals (SES). Observations show that in the natural time analysis of an earthquake (EQ) catalog, an SES activity starts when the fluctuations of the order parameter of seismicity exhibit a minimum. Fifteen distinct minima—observed simultaneously at two different natural time scales and deeper than a certain threshold—are found on analyzing the seismicity of Japan from 1 January 1984 to 11 March 2011 (the time of the M9 Tohoku EQ occurrence) 1 to 3 months before large EQs. Six (out of 15) of these minima preceded all shallow EQs of magnitude 7.6 or larger, while nine are followed by smaller EQs. The latter false positives can be excluded by a proper procedure (J. Geophys. Res. Space Physics 2014, 119, 9192–9206) that considers aspects of EQ networks based on similar activity patterns. These results are studied here by means of the receiver operating characteristics (ROC) technique by focusing on the area under the ROC curve (AUC). If this area, which is currently considered an effective way to summarize the overall diagnostic accuracy of a test, has the value 1, it corresponds to a perfectly accurate test. Here, we find that the AUC is around 0.95 which is evaluated as outstanding.

Identifying the Occurrence Time of the Deadly Mexico M8.2 Earthquake on 7 September 2017

It has been shown that some dynamic features hidden in the time series of complex systems can be unveiled if we analyze them in a time domain termed natural time. In this analysis, we can identify when a system approaches a critical point (dynamic phase transition). Here, based on natural time analysis, which enables the introduction of an order parameter for seismicity, we discuss a procedure through which we could achieve the identification of the occurrence time of the M8.2 earthquake that occurred on 7 September 2017 in Mexico in Chiapas region, which is the largest magnitude event recorded in Mexico in more than a century. In particular, we first investigated the order parameter fluctuations of seismicity in the entire Mexico and found that, during an almost 30-year period, i.e., from 1 January 1988 until the M8.2 earthquake occurrence, they were minimized around 27 July 2017. From this date, we started computing the variance of seismicity in Chiapas region and found that it approached the critical value 0.070 on 6 September 2017, almost one day before this M8.2 earthquake occurrence.

Study in Natural Time of Geoelectric Field and Seismicity Changes Preceding the Mw6.8 Earthquake on 25 October 2018 in Greece

A strong earthquake of magnitude M w 6.8 struck Western Greece on 25 October 2018 with an epicenter at 37.515 ∘ N 20.564 ∘ E. It was preceded by an anomalous geolectric signal that was recorded on 2 October 2018 at a measuring station 70 km away from the epicenter. Upon analyzing this signal in natural time, we find that it conforms to the conditions suggested for its identification as precursory Seismic Electric Signal (SES) activity. Notably, the observed lead time of 23 days lies within the range of values that has been very recently identified as being statistically significant for the precursory variations of the electric field of the Earth. Moreover, the analysis in natural time of the seismicity subsequent to the SES activity in the area candidate to suffer this strong earthquake reveals that the criticality conditions were obeyed early in the morning of 18 October 2018, i.e., almost a week before the strong earthquake occurrence, in agreement with earlier findings. Finally, when employing the recent method of nowcasting earthquakes, which is based on natural time, we find an earthquake potential score around 80%.

Tsallis Entropy Index q and the Complexity Measure of Seismicity in Natural Time under Time Reversal before the M9 Tohoku Earthquake in 2011

The observed earthquake scaling laws indicate the existence of phenomena closely associated with the proximity of the system to a critical point. Taking this view that earthquakes are critical phenomena (dynamic phase transitions), here we investigate whether in this case the Lifshitz–Slyozov–Wagner (LSW) theory for phase transitions showing that the characteristic size of the minority phase droplets grows with time as t1/3 is applicable. To achieve this goal, we analyzed the Japanese seismic data in a new time domain termed natural time and find that an LSW behavior is actually obeyed by a precursory change of seismicity and in particular by the fluctuations of the entropy change of seismicity under time reversal before the Tohoku earthquake of magnitude 9.0 that occurred on 11 March 2011 in Japan. Furthermore, the Tsallis entropic index q is found to exhibit a precursory increase.

Study of Geo-Electric Data Collected by the Joint EMSEV-Bishkek RS-RAS Cooperation: Possible Earthquake Precursors

By employing the cross-correlogram method, in geo-electric data from the area of Kyrgyzstan for the period 30 June 2014–10 June 2015, we identified Anomalous Telluric Currents (ATC). From a total of 32 ATC after taking into consideration the electric current source properties, we found that three of them are possible Seismic Electric Signal (SES) activities. These three SES activities are likely to be linked with three local seismic events. Finally, by studying the corresponding recordings when a DC alternating source injects current into the Earth, we found that the subsurface resistivity seems to be reduced before one of these three earthquakes, but a similar analysis for the other two cannot be done due to their large epicentral distance and the lack of data.

The Complexity Measures Associated with the Fluctuations of the Entropy in Natural Time before the Deadly México M8.2 Earthquake on 7 September 2017

We analyse seismicity during the 6-year period 2012-2017 in the new time domain termed natural time in the Chiapas region where the M8.2 earthquake occurred, Mexico's largest earthquake in more than a century, in order to study the complexity measures associated with fluctuations of entropy as well as with entropy change under time reversal. We find that almost three months before the M8.2 earthquake, i.e., on 14 June 2017, the complexity measure associated with the fluctuations of entropy change under time reversal shows an abrupt increase, which, however, does not hold for the complexity measure associated with the fluctuations of entropy in forward time. On the same date, the entropy change under time reversal has been previously found to exhibit a minimum [Physica A 506, 625-634 (2018)]; we thus find here that this minimum is also accompanied by increased fluctuations of the entropy change under time reversal. In addition, we find a simultaneous increase of the Tsallis entropic index q.

Temporal analysis of acoustic emission from a plunged granular bed

The statistical property of acoustic emission (AE) events from a plunged granular bed is analyzed by means of actual-time and natural-time analyses. These temporal analysis methods allow us to investigate the details of AE events that follow a power-law distribution. In the actual-time analysis, the calm-time distribution, and the decay of the event-occurrence density after the largest event (i.e., the Omori-Utsu law) are measured. Although the former always shows a power-law form, the latter does not always obey a power law. Markovianity of the event-occurrence process is also verified using a scaling law by assuming that both of them exhibit power laws. We find that the effective shear strain rate is a key parameter to classify the emergence rate of power-law nature and Markovianity in granular AE events. For the natural-time analysis, the existence of self-organized critical states is revealed by calculating the variance of natural time χ(k), where kth natural time of N events is defined as χ(k)=k/N. In addition, the energy difference distribution can be fitted by a q-Gaussian form, which is also consistent with the criticality of the system.

Application of the Huang-Hilbert transform and natural time to the analysis of seismic electric signal activities

The Huang method is applied to Seismic Electric Signal (SES) activities in order to decompose them into their components, named Intrinsic Mode Functions (IMFs). We study which of these components contribute to the basic characteristics of the signal. The Hilbert transform is then applied to the IMFs in order to determine their instantaneous amplitudes. The results are compared with those obtained from the analysis in a new time domain termed natural time, after having subtracted the magnetotelluric background from the original signal. It is shown that these instantaneous amplitudes, when combined with the natural time analysis, can be used for the distinction of SES from artificial noises.

On the increase of the "non-uniform" scaling of the magnetic field variations before the M(w)9.0 earthquake in Japan in 2011

By applying Detrended Fluctuation Analysis (DFA) to the time series of the geomagnetic data recorded at three measuring stations in Japan, Rong et al. in 2012 recently reported that anomalous magnetic field variations were identified well before the occurrence of the disastrous Tohoku Mw9.0 earthquake that occurred on 11 March 2011 in Japan exhibiting increased "non-uniform" scaling behavior. Here, we provide an explanation for the appearance of this increase of "non-uniform" scaling on the following grounds: These magnetic field variations are the ones that accompany the electric field variations termed Seismic Electric Signals (SES) activity which have been repeatedly reported that precede major earthquakes. DFA as well as multifractal DFA reveal that the latter electric field variations exhibit scaling behavior as shown by analyzing SES activities observed before major earthquakes in Greece. Hence, when these variations are superimposed on a background of pseudosinusoidal trend, their long range correlation properties-quantified by DFA-are affected resulting in an increase of the "non-uniform" scaling behavior. The same is expected to hold for the former magnetic field variations. This explanation is strengthened by recent findings showing that the fluctuations of the order parameter of seismicity exhibited an unprecedented minimum almost two months before the Tohoku earthquake occurrence which is characteristic for an almost simultaneous emission of Seismic Electric Signals activity.

Comment on the "Ground water chemistry changes before major earthquakes and possible effects on animals", by R. A. Grant, T. Halliday, W. P. Balderer, F. Leuenberger, M. Newcomer, G. Cyr and F. T. Freund. Int. J. Environ. Res. Public Health, 2011, 8, 1936-1956

Here, we suggest that electromagnetic emissions before rupture may be the mechanism for the explanation of abnormal behavior of animals before earthquakes.

Predictability of the coherent-noise model and its applications

We study the threshold distribution function of the coherent-noise model for the case of infinite number of agents. This function is piecewise constant with a finite number of steps n. The latter exhibits a 1/f behavior as a function of the order of occurrence of an avalanche and hence versus natural time. An analytic expression of the expectation value E(S) for the size S of the next avalanche is obtained and used for the prediction of the next avalanche. Apart from E(S), the number of steps n can also serve for this purpose. This enables the construction of a similar prediction scheme which can be applied to real earthquake aftershock data.

Ivanov P, Carpena P. Phase transitions in the first-passage time of scale-invariant correlated processes

A key quantity describing the dynamics of complex systems is the first-passage time (FPT). The statistical properties of FPT depend on the specifics of the underlying system dynamics. We present a unified approach to account for the diversity of statistical behaviors of FPT observed in real-world systems. We find three distinct regimes, separated by two transition points, with fundamentally different behavior for FPT as a function of increasing strength of the correlations in the system dynamics: stretched exponential, power-law, and saturation regimes. In the saturation regime, the average length of FPT diverges proportionally to the system size, with important implications for understanding electronic delocalization in one-dimensional correlated-disordered systems.

Natural time analysis of critical phenomena

A quantity exists by which one can identify the approach of a dynamical system to the state of criticality, which is hard to identify otherwise. This quantity is the variance κ(1)(≡<χ(2)> - <χ>(2)) of natural time χ, where <f(χ)> = Σp(k)f(χ(k)) and p(k) is the normalized energy released during the kth event of which the natural time is defined as χ(k) = k/N and N stands for the total number of events. Then we show that κ(1) becomes equal to 0.070 at the critical state for a variety of dynamical systems. This holds for criticality models such as 2D Ising and the Bak-Tang-Wiesenfeld sandpile, which is the standard example of self-organized criticality. This condition of κ(1) = 0.070 holds for experimental results of critical phenomena such as growth of rice piles, seismic electric signals, and the subsequent seismicity before the associated main shock.

Effect of significant data loss on identifying electric signals that precede rupture estimated by detrended fluctuation analysis in natural time

Electric field variations that appear before rupture have been recently studied by employing the detrended fluctuation analysis (DFA) to quantify their long-range temporal correlations. These studies revealed that seismic electric signal (SES) activities exhibit a scale invariant feature with an exponent αDFA≈1 over all scales investigated (around five orders of magnitude). Here, we study what happens upon significant data loss, which is a question of primary practical importance, and show that the DFA applied to the natural time representation of the remaining data still reveals for SES activities an exponent close to 1.0, which markedly exceeds the exponent found in artificial (man-made) noises. This enables the identification of a SES activity with probability of 75% even after a significant (70%) data loss. The probability increases to 90% or larger for 50% data loss.

Nonextensivity and natural time: The case of seismicity

Nonextensive statistical mechanics, pioneered by Tsallis, has recently achieved a generalization of the Gutenberg-Richter law for earthquakes. This remarkable generalization is combined here with natural time analysis, which enables the distinction of two origins of self-similarity, i.e., the process' memory and the process' increments infinite variance. By using also detrended fluctuation analysis for the detection of long-range temporal correlations, we demonstrate the existence of both temporal and magnitude correlations in real seismic data of California and Japan. Natural time analysis reveals that the nonextensivity parameter q , in contrast to some published claims, cannot be considered as a measure of temporal organization, but the Tsallis formulation does achieve a satisfactory description of real seismic data for Japan for q=1.66 when supplemented by long-range temporal correlations.

Detrended fluctuation analysis of the magnetic and electric field variations that precede rupture

Magnetic field variations are detected before rupture in the form of "spikes" of alternating sign. The distinction of these spikes from random noise is of major practical importance since it is easier to conduct magnetic field measurements than electric field ones. Applying detrended fluctuation analysis (DFA), these spikes look to be random at short time lags. On the other hand, long-range correlations prevail at time lags larger than the average time interval between consecutive spikes with a scaling exponent alpha around 0.9. In addition, DFA is applied to recent preseismic electric field variations in long duration (several hours to a couple of days) and reveals a scale invariant feature with an exponent alpha approximately 1 over all scales available (around five orders of magnitude).

Possible relationship between Seismic Electric Signals (SES) lead time and earthquake stress drop

Stress drop values for fourteen large earthquakes with M(W)> or =5.4 which occurred in Greece during the period 1983-2007 are available. All these earthquakes were preceded by Seismic Electric Signals (SES). An attempt has been made to investigate possible correlation between their stress drop values and the corresponding SES lead times. For the stress drop, we considered the Brune stress drop, Deltasigma(B), estimated from far field body wave displacement source spectra and Deltasigma(SB) derived from the strong motion acceleration response spectra. The results show a relation may exist between Brune stress drop, Deltasigma(B), and lead time which implies that earthquakes with higher stress drop values are preceded by SES with shorter lead time.

Investigation of seismicity after the initiation of a Seismic Electric Signal activity until the main shock

The behavior of seismicity in the area candidate to suffer a main shock is investigated after the observation of the Seismic Electric Signal activity until the impending main shock. This is based on the view that the occurrence of earthquakes is a critical phenomenon to which statistical dynamics may be applied. In the present work, analysing the time series of small earthquakes, the concept of natural time chi was used and the results revealed that the approach to criticality itself can be manifested by the probability density function (PDF) of kappa(1) calculated over an appropriate statistical ensemble. Here, kappa(1) is the variance kappa(1)(=<chi(2)>-<chi>(2)) resulting from the power spectrum of a function defined as Phi(omega)= summation operator(k=1)(N) p(k) exp(iomegachi(k)), where p(k) is the normalized energy of the k-th small earthquake and omega the natural frequency. This PDF exhibits a maximum at kappa(1) asymptotically equal to 0.070 a few days before the main shock. Examples are presented, referring to the magnitude 6 approximately 7 class earthquakes that occurred in Greece.

Investigation of seismicity after the initiation of a Seismic Electric Signal activity until the main shock

The behavior of seismicity in the area candidate to suffer a main shock is investigated after the observation of the Seismic Electric Signal activity until the impending main shock. This is based on the view that the occurrence of earthquakes is a critical phenomenon to which statistical dynamics may be applied. In the present work, analysing the time series of small earthquakes, the concept of natural time chi was used and the results revealed that the approach to criticality itself can be manifested by the probability density function (PDF) of kappa(1) calculated over an appropriate statistical ensemble. Here, kappa(1) is the variance kappa(1)(=-(2)) resulting from the power spectrum of a function defined as Phi(omega)= summation operator(k=1)(N) p(k) exp(iomegachi(k)), where p(k) is the normalized energy of the k-th small earthquake and omega the natural frequency. This PDF exhibits a maximum at kappa(1) asymptotically equal to 0.070 a few days before the main shock. Examples are presented, referring to the magnitude 6 approximately 7 class earthquakes that occurred in Greece.

Dynamic scaling approach to study time series fluctuations

We propose an approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval plays the role of time variable, whereas the physical time is treated as the analog of spatial variable. In this way we found that the fluctuations of many real-world time series satisfy the analog of the Family-Viscek dynamic scaling ansatz. This finding permits us to use the powerful tools of kinetic roughening theory to classify, model, and forecast the fluctuations of real-world time series.

Technical Note: Long-term memory effect in the atmospheric CO2concentration at Mauna Loa

Abstract. The monthly mean values of the atmospheric carbon dioxide concentration derived from in-situ air samples collected at Mauna Loa Observatory, Hawaii, USA during 1958–2004 (the longest continuous record available in the world) are analyzed by employing the detrended fluctuation analysis to detect scaling behavior in this time series. The main result is that the fluctuations of carbon dioxide concentrations exhibit long-range power-law correlations (long memory) with lag times ranging from four months to eleven years, which correspond to 1/f noise. This result indicates that random perturbations in the carbon dioxide concentrations give rise to noise, characterized by a frequency spectrum following a power-law with exponent that approaches to one; the latter shows that the correlation times grow strongly. This feature is pointing out that a correctly rescaled subset of the original time series of the carbon dioxide concentrations resembles the original time series. Finally, the power-law relationship derived from the real measurements of the carbon dioxide concentrations could also serve as a tool to improve the confidence of the atmospheric chemistry-transport and global climate models.

Long-memory processes in ozone and temperature variations at the region 60° S–60° N

Abstract. Global column ozone and tropospheric temperature observations made by ground-based (1964–2004) and satellite-borne (1978–2004) instrumentation are analyzed. Ozone and temperature fluctuations in small time-intervals are found to be positively correlated to those in larger time-intervals in a power-law fashion. For temperature, the exponent of this dependence is larger in the mid-latitudes than in the tropics at long time scales, while for ozone, the exponent is larger in tropics than in the mid-latitudes. In general, greater persistence could be a result of either stronger positive feedbacks or larger inertia. Therefore, the increased slope of the power distribution of temperature in mid-latitudes at long time scales compared to the slope in the tropics could be connected to the poleward increase in climate sensitivity predicted by the global climate models. The detrended fluctuation analysis of model and observed time series provides a helpful tool for visualizing errors in the treatment of long-range correlations, whose correct modeling would greatly enhance confidence in long-term climate and atmospheric chemistry modeling.

Attempt to distinguish long-range temporal correlations from the statistics of the increments by natural time analysis

Self-similarity may originate from two origins: i.e., the process memory and the process' increments "infinite" variance. A distinction is attempted by employing the natural time chi . Concerning the first origin, we analyze recent data on seismic electric signals, which support the view that they exhibit infinitely ranged temporal correlations. Concerning the second, slowly driven systems that emit bursts of various energies E obeying the power-law distribution--i.e., P(E) approximately E(-gamma)--are studied. An interrelation between the exponent gamma and the variance kappa1(identical with <chi2> - <chi2>) is obtained for the shuffled (randomized) data. For real earthquake data, the most probable value of kappa1 of the shuffled data is found to be approximately equal to that of the original data, the difference most likely arising from temporal correlation. Finally, it is found that the differential entropy associated with the probability P(kappa1) maximizes for gamma around gamma approximately 1.6-1.7 , which is comparable to the value determined experimentally in diverse phenomena: e.g., solar flares, icequakes, dislocation glide in stressed single crystals of ice, etc. It also agrees with the b value in the Gutenberg-Richter law of earthquakes. In addition, the case of multiplicative cascades is studied in the natural time domain.

What happened before the last five strong earthquakes in Greece: Facts and open questions

During the period October 2005 - January 2006, five strong earthquakes occurred in Greece as follows: three magnitude 6.0 consecutive earthquakes with almost the same epicenter in the Aegean Sea close to the western coast of Turkey, one magnitude 6.1 in western Greece and one magnitude 6.9 in southern Greece. In March 2005 and September 2005, intense anomalous geoelectric changes were observed at two different stations respectively: one in the Aegean Sea and the other in western Greece. These changes were immediately reported to international journals well in advance of earthquake occurrences. Natural time analysis of seismicity subsequent to the September changes around the epicenter of the last 6.9 earthquake is made. The results indicate that the occurrence time of the 6.9 earthquake can be specified with a narrow range around two days.

Entropy of seismic electric signals: analysis in natural time under time reversal

Electric signals have been recently recorded at the Earth's surface with amplitudes appreciably larger than those hitherto reported. Their entropy in natural time is smaller than that of a "uniform" distribution. The same holds for their entropy upon time reversal. Such a behavior, which is also found by numerical simulations in fractional Brownian motion time series and in an on-off intermittency model, stems from infinitely ranged long range temporal correlations and hence these signals are probably seismic electric signal activities (critical dynamics). This classification is strikingly confirmed since three strong nearby earthquakes occurred (which is an extremely unusual fact) after the original submission of the present paper. The entropy fluctuations are found to increase upon approaching bursting, which is reminiscent of the behavior identifying sudden cardiac death individuals when analyzing their electrocardiograms.

Similarity of fluctuations in correlated systems: the case of seismicity

We report a similarity of fluctuations in equilibrium critical phenomena and nonequilibrium systems, which is based on the concept of natural time. The worldwide seismicity as well as that of the San Andreas fault system and Japan are analyzed. An order parameter is chosen and its fluctuations relative to the standard deviation of the distribution are studied. We find that the scaled distributions fall on the same curve, which interestingly exhibits, over four orders of magnitude, features similar to those in several equilibrium critical phenomena (e.g., two-dimensional Ising model) as well as in nonequilibrium systems (e.g., three-dimensional turbulent flow).

Origin of the usefulness of the natural-time representation of complex time series

The concept of natural time turned out to be useful in revealing dynamical features behind complex time series including electrocardiograms, ionic current fluctuations of membrane channels, seismic electric signals, and seismic event correlation. However, the origin of this empirical usefulness is yet to be clarified. Here, it is shown that this time domain is in fact optimal for enhancing the signals in time-frequency space by employing the Wigner function and measuring its localization property.

Quantifying signals with power-law correlations: a comparative study of detrended fluctuation analysis and detrended moving average techniques

Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy nonstationary signals. We systematically study the performance of different variants of the DMA method when applied to artificially generated long-range power-law correlated signals with an a priori known scaling exponent alpha(0) and compare them with the DFA method. We find that the scaling results obtained from different variants of the DMA method strongly depend on the type of the moving average filter. Further, we investigate the optimal scaling regime where the DFA and DMA methods accurately quantify the scaling exponent alpha(0) , and how this regime depends on the correlations in the signal. Finally, we develop a three-dimensional representation to determine how the stability of the scaling curves obtained from the DFA and DMA methods depends on the scale of analysis, the order of detrending, and the order of the moving average we use, as well as on the type of correlations in the signal.

Some properties of the entropy in the natural time

We show that the entropy S , defined as S identical with chi ln chi - chi ln chi [Phys. Rev. E 68, 031106 (2003)] where chi stands for the natural time [Phys. Rev. E 66, 011902 (2002)], exhibits positivity and concavity as well as stability or experimental robustness. Furthermore, the distinction between the seismic electric signal activities and "artificial" noises, based on the classification of their S values, is lost when studying the time-reversed signals. This reveals the profound importance of considering the (true) time arrow.