Detection of oriented fractal scaling components in anisotropic two-dimensional trajectories

Abstract

Abstract We propose a novel class of mixed fluctuations with different orientations and fractal scaling features as a model for anisotropic two-dimensional (2D) trajectories hypothesized to appear in complex systems. Furthermore, we develop the oriented fractal scaling component analysis (OFSCA) to decompose such mixed fluctuations into the original orientation components. In the OFSCA, the original orientations are detected based on the principle that the original angles are orthogonal to the angles with the minimum and maximum scaling exponents of the mixed fluctuations. In our approach, the angle-dependent scaling properties are estimated using the Savitzky–Golay-filter-based detrended moving-average analysis (DMA), which has a higher detrending order than the conventional moving-average-filter-based DMA. To illustrate the OFSCA, we demonstrate that the numerically generated time-series of mixed fractional Gaussian noise (fGn) processes with non-orthogonal orientations and different scaling exponents is successfully decomposed into the original fGn components. We demonstrate the existence of oriented components in the 2D trajectories by applying OFSCA to real-world time-series, such as human postural fluctuations during standing and seismic ground acceleration during the great 2011 Tohoku-oki earthquake.