Glossary

AEG AFM AOGCM ARCH ASA BDS CFC CHF CSIRO

CSIRO-Mk2 CT CTx DAX DFA DNA DOF ECG ECHAM4 ECMWF EEG EMBL EMC EMG EMH EMS ENS ENSO EOF

adenocarcinoma of the esophago-gastric junction atomic force microscopy atmosphere ocean general circulation model autoregressive conditional heteroscedasticy autocorrelation spectrum analysis Brock Dechert Scheinkman test chlorofl uorocar bons congestive heart failure Australia's Commonwealth Scientific and Industrial Research Organization CSIRO Atmospheric Research Mark 2 Climate Model computer tomography chemotherapy Deutscher Aktienindex detrended fluctuation analysis deoxyribonucleic acid degree of freedom electrocardiogram European Community Hamburg Model #4 European Center for Medium-Range Weather Forecasting electroencephalogram European Molecular Biology Laboratory effective measure of complexity electromyogram efficient market hypothesis European Monetary System endosonography EI Nino/Southern Oscillation empirical orthogonal function

438 Glossary

EOG iBm FIGARCH FX GA GARCH GARP GCM GEV GFDL GFDL-R15-a GHG GP GPD HADCM3 HARCH HIS HRV i.i.d. IGBP IPCC ISCCP MESA MRM MSL NADW NAO NCAR NMR NNM NYC I OPYC3 PC PDF PLC PNA QBO REM r.m.s. RNA

electrooculogram fractional Brownian motion fractionally integrated GARCH foreign exchange genetic algorithm generalized autoregressive conditional heteroscedasticy Global Atmospheric Research Program general circulation model generalized extreme value Geophysical Fluid Dynamics Laboratory GFDL climate model (rhomboidal resolution of 15 waves) greenhouse gases genetic programming generalized Pareto distribution Hadley Center Climate Model #3 heterogeneous ARCH histomorphology heart rate variability independent and identically distributed International Geosphere Biosphere Program International Panel of Climate Change International Satellite Cloud Climatology Project maximum entropy spectral analysis multiple regression model mean sea level North Atlantic deep water formation North Atlantic Oscillation National Center for Atmospheric Research nuclear magnetic resonance neural network model New York Stock Exchange Composite Index Ocean Isopycnal Model #3 principal components probability density function power-law correlation Pacific/North America teleconnection pattern quasi-biennial oscillation rapid eye movement root mean square ribonucleic acid

ROC RR S&P 500 Sc SF SIM sal spa SSA SU TAQ THC UPO VF WCRP WT WTMM WTMMM

receiver operating characteristic blood pressure (Riva-Rocci) Standard and Poor's 500 Index Stratocumulus structure function scaling-index method southern oscillation index stable periodic orbit singular spectrum analysis sulfate aerosol Trade and Quote thermohaline circulation unstable periodic orbit ventricular fibrillation World Climate Research Program wavelet transform wavelet transform modulus maxima WTMM maxima

Glossary 439

Subject Index

Entries in this index are generally sorted with page number as they appear in the text. Page numbers that are marked in bold face indicate that the entry appears in a title or subheading. Page numbers that are marked in italics indicate that the entry appears in the caption of a table or figure.

Symbols AFM ........................... 290 M-cascade ....................... 44 AFM image .......... 290,291, 292 W-cascade aftershock ..................... .430 - 1D log-normal ................. 73 albedo ........................... 77 - 2D random .................... 73 algorithm - log-normal .......... 45, 80, 84, 86 - bootstrap ..................... 387 - log-normal random. 42, 43, 80, 88, - box-counting ................... 30

92 - genetic (GA) ................. 399 - random ......... 39,41,46, 85, 86 - Hoshen Kopelman ............ 422 W-cascade - Lempel Ziv compression ........ 11 - log-normal random ......... 70, 93 analysis - log-normal random 2D ..... 71, 72 - autocorrelation ............... 285 l/f power spectrum ............. 225 - autocorrelation spectrum (ASA) 2D WTMM ....... 69,75,76,77, 80 109, 110 2D wavelet transform modulus max- - correlation .............. 181, 225

ima (2D WTMM) .............. 65 - detection and attribution .163, 167

A ABeD rule ....... 289, 295, 296, 299 absolute returns ........... 387, 404 adenine .......................... 47

- detrended fluctuation (DFA) .. .49, 173, 174, 178, 222, 227, 231, 247, 249, 263, 264, 265, 274, 389, 391

- dispersion ............... 262, 274 - DNA walk ..................... 47

adenocarcinoma of the esophago- - eigenvector ................... 118 gastric junction (AEG) ........ 303 - Eulerian ...................... 105

advective feedback .............. 205 - fluctuation ................... 177 AEG ........................... 303 - Fourier .................. 225, 285

442 Subject Index

- fractal .................... 47, 277 asset price ...................... 375 - image ........................ 289 atomic force microscopy (AFM) .289, - Lagrangian ................... 105 290 - maximum entropy spectral (MESA) attractor ................... 311, 312

109 - chaotic ....................... 386 - maximum entropy spectrum - Lorenz ....................... 386

(MESA) ..................... 110 - low-dimensional .............. 386 - monofractal .................. 227 - multifractal ........ 27, 31, 32, 35,

37, 59, 67, 76, 181, 183, 184, 240, 243, 247

- multiple regression ............ 230 - optimal fingerprint ............ 159 - persistence ................... 171 - power spectrum 46, 109, 224, 225,

227,272 - rescaled range (RjS) .... 178, 262,

263, 264, 279, 279, 391 - risk ........................... 286 - singular spectrum (SSA) .109, 110 - spectral 75, 76, 109, 225, 272, 273,

290 - wavelet .53, 84, 109, 114, 237, 238 - Zipf ........................... 46 angina pectoris ................. 231 anisotropic dilation ............... 62 anomaly - climate .............. 114, 134, 145 - sea-ice ........................ 151 - temperature .................. 135 anthropogenic signal ............ 174 antibubble ................. 430, 431 anticorrelation 226, 228, 233, 234-236 - long-range .228, 237, 239, 247, 274 - power-law .................... 225 AOGCM .... 136, 146, 148, 155, 158,

158, 185 arbitrage .............. 361, 361, 364 ARCH ...... 14, 89, 93, 365, 390, 420 Archaeglobus fulgidus ........ 54, 56 arrhythmia ............ 304, 307, 307 ASA ............................ 109 asset limit ................. .417-419

- strange ........................ 30 autocorrelation ............. 175, 387 - long-range .................... 266

B bacterial genome ................. 56 bakery's strategy ................ 415 baroreceptor reflex .............. 267 BAU .................. 154, 156, 161 behavior - chaotic ....................... 418 - herding .... 332, 344, 345, 347, 430 - individualistic ............ 344, 348 - mass .................... 335, 344 - multi-affine ................... 397 - pedestrian .................... 331 - power-law .30, 35, 36, 58, 107, 183,

239, 382, 383 - problem solving .............. 345 - scaling ................... 266, 274 - selfish ........................ 332 Bernoulli experiment ............ 117 bid and ask quote ............... 354 bid-ask spread ................. .416 bifurcation .. 141, 156, 157, 164, 166,

167, 203, 206, 207, 209, 311, 315, 319, 320, 322-324, 400

bimanual rhythm ................ 19 bimodality ...................... 114 bioeconomic system ........ 195, 196 biosphere ....................... 144 bistability ...................... 205 bistable system ................. 318 blood pressure .... 225, 267, 304, 306 blue whale hunting ......... 200, 201

bottleneck ... 335, 337, 340, 341, 343, 347, 348

brain hypothalamus ............. 311 brainstem .................. 267, 270 bubble ............ 414, 420, 428-430 - rational ....................... 376 - speculative .......... 376, 430, 432 business-as-usual (BAU) ... 154, 154,

155, 185, 193, 209 buy-and-hold strategy ........... 414

Subject Index 443

chromosome .................... 293 circulation - ocean ............... 144,152,155 - thermohaline (THC) 147, 193, 194,

204, 204, 209 circulation type ................. 125 climate classification - effective ...................... 123 - genetic ....................... 123 climate means .................. 113 climate modeling ................. 75

C climate predictability .. 143, 144, 166 candlestick technique ............ 386 climate trend ................... 129 Canny's multiscale edge detector . 60 climate zone 113, 122, 123, 124, 131 cardiac risk ...................... 18 clogging ..... 335, 340, 341, 342, 348 carrying capacity ............... 198 cloud effect ..................... 133 cascade ......................... 320 cloud physics ................... 176 - deterministic .................. .44 cloud-radiation interaction .... 75, 77 - fractal ........................ 239 cognitive psychology ............. 18 - multifractal ................... 396 complexity .................... 3, 16 - multiplicative ............ .41, 427 - algorithmic .............. 7, 21, 22 - period doubling .......... 320, 323 - approximative .................. 7 - process ........................ 85 - effective measure (EMC) ........ 8 - random .................... 30, 44 compositional patchiness ........ . 47 - self-affine ................ 237, 254 computer tomography (CT) ..... 289 - self-similar ................ 43, 237 conditional probability .......... 362 - volatility ....................... 94 confidence level 12,14,109,111,112, central limit theorem .. 360, 367, 374 316, 319, 320, 323 CFC ............................ 153 congestive heart failure 221, 222, 228, change 229,231,233,244,245,246,247,250 - climate ...................... 106, constraint

107, 113, 127, 129, 132, 134, 142, - cultural ....................... 331 146, 153, 154, 159, 161, 161, 165- - qualitative ................... 200 167, 185, 206, 208, 211, 212 - social ......................... 331

- global ............... 137, 153, 194 continental drift ................ 107 - land use ...................... 153 control - price .. 12, 356, 357, 359, 360, 362, - cardiac ....................... 247

364, 375, 376, 384, 385, 400, 401, - nervous ....................... 267 418, 419, 423, 424, 426 - neuroautonomic ..... 235, 236, 247

chaotic system ............. 142, 165 - parasympathetic .............. 228 chartism ........................ 386 - sympathetic .................. 228 chemotherapy (CTx) ............ 303 control system Cheyne Stokes syndrome ........ 228 - cardiovascular ................ 268

444 Subject Index

- respiratory ................... 268 convective feedback ............. 205 conveyor belt ..... 118, 155, 167, 204 coronary artery disease .......... 231 correlation - cross- ........... 92, 135, 367, 369 - higher-order .................. 357 - long-range ..................... .4,

10, 11,46,49,50,52,53, 174-178, 180, 182, 183, 186, 226, 227, 229, 229, 231, 232, 237, 248, 249, 260-262, 266, 274, 364, 413, 430

- Pearson ...................... 111 - power-law (PLC) 53, 175, 177, 237,

266 - short-range 262, 274, 276, 276, 364 - spurious ...................... 174 - temperature .................. 112 crash ... 380, 401, 402, 412, 418, 425,

426, 428, 429, 429, 430 - critical ....................... 427 - financial ................. 414, 429 - stock market ............. 399, 429 critical point 200, 200, 401, 418, 426 crowd disaster ............. 332, 333 crowd dynamics ............ 332, 336 cryosphere ...................... 144 CT ............................. 303 CTx ............................ 303 cycle - carbon ....................... 153 - hydrological ................... 75 cyclogenesis ..................... 121 cyclolysis ....................... 121 cyclone density ............ 121, 122 cyclone path .......... 118, 121, 131 cytosine .......................... 47

D Dansgaard-Oeschger event ....... 207 Daphnia ........................ 311 DAX ... 382, 382, 383, 384, 387, 388,

391, 392, 395, 404

degree of freedom (DOF) .. 111, 113, 122, 124, 125, 12~ 414

demand and supply ... 361, 397, 398, 403, 412, 415, 416, 418, 422, 432

dermatoscope ................... 295 detection and attribution problem

153, 159 DFA 176, 178, 179, 181, 182, 184, 186,

187, 188, 228, 230, 234, 237, 243, 264-266, 275, 279, 388, 391, 393

diagram - bifurcation ..... 311, 319, 320, 321 - state transition .199, 201, 202, 202 differential game ................ 197 diffusion limited aggregation .... 240 digraph ......................... 199 dilemma - common goods ................ 332 - prisoner's ..................... 332 dimension - fractal .................. 7, 21, 28,

59, 121,241,246,247, 248,260-262, 278, 278, 286, 287, 289, 296, 427

- generalized fractal ............. 30 - Hausdorff ........... 30, 31, 34, 66 distribution - Levy ...................... 91, 380 - bimodal ...................... 321 - Dirac ................... 34, 37, 39 - frequency ..................... 288 - function ...................... 377 - Gaussian ...................... 52,

56, 90, 259, 261, 266, 279, 358, 36~ 367, 374, 378, 380, 413

- generalized Pareto (GDP) ..... 379 - Gibbs ........................... 9 - hyperbolic .................... 378 - leptokurtic ................... 367 - Levy stable ..... 360, 366, 377, 424 - multifractal ................ 27, 31 - non-Gaussian ................. 356 - normal .............. 374, 382, 390 - Pareto ................... 358, 422

- power-law .260, 263, 266, 280, 357, 358, 360, 420

- probability . .45, 116, 149, 164, 182 - return .......... 422, 424, 426, 432 - unconditional ................. 396 - volatility ..................... 396 distribution of returns 373, 374, 377,

382, 397, 404 DNA .... 50, 52, 56, 57, 59, 178, 180,

289-292 DOF .................. 123, 126, 126 double pendulum ............... 284 Dow Jones ............. 12, 348, 368 drought ........................ 171 dyadic grid ................... 44, 86 dyadic tree ................... 39, 85 dynamical optimization ......... 356 dynamics - atmospheric ........... 75, 83, 113 - cardiac .... 225, 228, 231, 234, 236,

238, 239, 244, 249, 289 - collective ..................... 367 - disaster ....................... 194 - heartbeat .. 17, 219, 228, 232, 237,

240, 243, 244, 246-248 - price .356, 359, 363, 364, 365, 367,

368

Subject Index 445

El Nino 142, 145, 146, 146, 147, 156, 164, 165, 176

El Nino/Southern Oscillation (ENSO) 107,145,174

electrocardiogram (ECG) .. 224, 268, 289, 304

EMC ............................ 21 EMG ............. 268, 268, 269, 273 EMH .... 362, 375, 376, 385, 393, 397 emission corridor ........... 211, 212 emission scenario ............... 212 encounter ....... 313, 314, 314, 316 endosonography (EUS) .......... 303 energy dissipation ............... 286 ENSO . 118, 125, 135, 144, 145, 147,

149, 153, 166, 171 entropy ............... 3, 12, 30, 286 - Boltzmann Gibbs Shannon ...... 7 - conditional ......... 3, 4, 4, 10, 14 - generalized ................... 297 - Kolmogorov Sinai ......... 3, 5, 13 - Renyi .......................... 17 - Shannon ............. 7-9, 17, 300 - Shannon n-gram ................ 5 Eo climate ................. 124, 125 EOF ........ 110, 111, 113, 114, 115 EOG ....................... 269,273

- symbolic ................... 19, 21 equation - threshold ....... 204,401,411,432 - Chapman-Kolmogorov ........ 358 Dzerdzeevskii catalogue ......... 126 - Langevin ....... 411, 418, 419, 432

- master ....................... 402 E - qualitative differential (QDE) 197,

ECG ... 229, 230, 268, 268, 304, 306, 199 306, 308 escape panic .................... 338

economic loss ................... 203 escape strategy ................. 345 economic taxonomy ............. 367 Escherichia coli ....... 27, 54, 55, 57 econophysics ..... 355, 355, 357, 368 estimator eddy ....................... 106, 118 - Hill ..................... 380, 382 edge detection ................... 60 - likelihood ................ 380, 383 EEG ......... 268, 268, 269, 273, 304 - maximum likelihood ..... 382, 383 efficient portfolio ................ 367 European climate ............... 105 eigenfrequency .................. 151 European Monetary System (EMS) eigenmode ................. 151, 171 393

446 Subject Index

exponent - Holder ... 29, 31, 33, 34-36, 39, 41,

46, 62, 64, 66-68, 74, 79, 83 - Hurst .................. 28, 29, 40,

51,68, 219,241, 242,243,244,246, 248, 250, 252, 253, 260, 261, 263, 264, 391, 393, 394

- Lyapunov ...... 286, 320,321,417 - roughness ...................... 59

F

foreshock ....................... 428 formatio reticularis .............. 267 fractal branching ................. 49 Framingham Heart Study ....... 230 freezing-by-heating ... 338, 339, 340,

348 freshwater flux ................. . 207 function - autocorrelation .... 6, 46, 109, 220,

241, 262, 285, 305, 364, 390, 392, 423, 424

Fano factor ..................... 262 - correlation .. 11, 40, 58, 68, 85, 87, faster-is-slower effect .. 331, 340, 342, 88, 177, 414, 427

348 - cost .......................... 196 fat tail ... 90, 373, 378, 397, 403, 404,

413, 414, 418, 424, 432 iBm .... 40, 41, 43, 44, 51, 68, 69, 79 financial asset ................... 356 fingerprint ................. 184, 293 finite-size effect ..... 29, 59, 414, 426 fire front .............. 337, 341, 342 fluctuation - climate .................. 142, 164 - heartbeat .225, 226, 234-237, 237,

239, 247, 254, 274 - market .............. 92, 373, 421 - stationary .................... 432 - weather .................. 143, 166 flux correction .............. 185, 186 food security ............... 193, 195 forcing - anthropogenic . 134, 160, 162, 163,

164, 172, 174 - ENSO ........................ 135 - external .. 105, 129, 133, 156, 159,

164, 174 - greenhouse ................... 155 - radiative .. 133-135, 136, 155, 157,

158, 161 - solar ................ 134, 161, 166 - stochastic . 150, 150, 152, 152, 164,

166 - white noise ................... 150

- cross-correlation .............. 428 - demand ...................... 197 - empirical orthogonal (EOF) .. 109,

160, 173 - fractal .............. 28, 29, 35, 68 - Gaussian ....... 33, 37, 49, 60, 244 - Haar ......................... 413 - Heaviside ..................... 287 - multi-affine ............ 29, 44, 241 - multifractal ............. 29, 44, 73 - periodic ...................... 318 - probability density (PDF) . 30, 51,

55, 66, 90, 260, 261, 277, 365, 420 - random ........................ 74 - recruitment ................... 197 - self-affine ...................... 28 - self-similar ..................... 68 - space-scale correlation ..... 84, 85 - structure (SF) ............. 31, 38

G GA ............................. 399 GARCH ... 14, 90, 93, 365, 389, 390,

396, 430 Gaussian wavelets ............... 180 GCM ...................... 206, 207 generalized autoregressive conditional

heteroscedasticity (GARCH) .. 389 generalized extreme value (GEV) 378

genetic programming (G P) ...... 399 GEV ....................... 378, 379 GHG ........ 135, 136, 136, 154, 161 global warming .. 146, 153, 160, 167,

172, 174, 187, 194, 208, 210, 212 GP ............................. 400 GPD ........................... 379 greenhouse gas (GHG) 134, 142, 153,

162, 172, 174, 176, 185 Grosswetterlage .111, 113, 122, 124,

127, 128, 131, 131, 132, 173, 182 Grosswetterlagen catalogue . 125, 126 guanine .......................... 47 guardrail ....................... 212 Gulf Stream ........... 167, 193, 204

H Haar wavelets ................... 180 heart disease .................... 277 heart failure . 235, 235, 236, 248, 248 heartbeat 17, 264, 265, 267, 304, 306,

307 Heinrich event .................. 208 higher-order statistical properties 356 histomorphology (HIS) .......... 303 homeostasis ................ 221, 227 homeostatic constancy .......... 240 hypothalamic neuron .319, 322, 324 hypothesis - Levy distribution ............. 404 - efficient market (EMH) . 361, 362,

374, 376, 384, 397, 403, 404, 412 - interacting agent ......... 398, 403 - Levy ..................... 381, 384 - martingale ............... 385, 386 - null ............ 367, 385, 386, 430 - stable distribution ............ 376 - volatility ..................... 386 hysteresis ............. 207, 208, 209

I

Subject Index 447

- Landsat .. 77, 78, 79, 80, 81, 82, 83 - satellite ......... 27, 75, 75, 83, 94 impatience ..................... 340 impulse response approach ...... 158 incoordination .................. 340 independent and identically dis-

tributed (i.i.d.) .......... 360, 367, 374

information - Hartley ....................... 297 - Kullback ........................ 8 - mutual 3-6, 10, 12, 46, 92, 93, 305,

428 - Shannon .................. 21, 297 interglacial ...................... 206 interval - confidence .......... 382, 389, 413 - heartbeat. 224, 226, 232, 239, 243,

249, 259, 270, 271, 274 - inter beat .. 221, 222, 225, 225, 226,

226-229, 231, 232, 240, 248, 248, 250, 265, 267, 271, 274, 280

- interspike ..................... 316 - RR ....................... 17,304 investment decision ............. 197 isotropic dilation ............. 62, 68

J jamming ....................... 343 jetstream ....................... 118

K Koppen scheme ................. 124 knowledge - vague ......................... 194 kurtosis ......................... 422

L La Nina ........................ 145 Lamb circulation pattern ........ 132 landmark ....................... 198

i.i.d. ..86, 86, 375, 376, 378, 384, 385 Landsat .............. 76, 77, 82, 84 ice age .......................... 206 lane formation ............. 338, 339 image latent energy .................... 106

448 Subject Index

lattice anisotropy ................ 74 - box-counting ................... 31 law - scaling index (SIM) 286, 287, 295, - central limit .................. 377 296, 296, 297, 300 - Fick's diffusion ............... 178 - scaling vector ................. 301 - Levy ..................... 381, 413 Mexican hat .......... 27, 55, 60, 61 - scaling ..... 373, 374, 381, 402, 421 Milankovitch cycles ......... 166, 206 - tail ........................... 381 Mises representation ............ 379 - universal persistence .......... 175 mitigation policy ................ 156 leaving time .................... 341 Modane wind tunnel ............. 83 Leonardo da Vinci .............. 219 model leptokurtic ................. 390, 396 - ARCH ........................ 395 leptokurtosis .......... 365, 378, 400 - asset pricing .................. 395 likelihood domain ............... 212 - atmosphere ocean general circula-linear damped oscillator ......... 150 tion (AOGCM) .......... 134, 144, linear regression .............. 69, 80 176 linear response relation ......... 156 - behavioral .................... 398 liquid water content (LWC) ...... 75 - bioeconomic ............. 200, 200 liquid water path (LWP) ......... 76 - Black and Scholes ........ 356, 359 local order ........................ 3 - box .......................... 207 log-periodicity ... 426, 428, 430, 432 - carbon cycle ............. 158, 158 logistic map ........ 8, 319, 321, 323 - cascade ............... .44, 91, 411

- Clark ......................... 378 M - CLIMBER-2 ................. 210

malaria .................... 146, 147 - Cont Bouchaud .421, 422, 425, 426 malignant lymphoma ........... 302 - deterministic dealer ........... 419 malignant melanoma . 294, 294, 294, - Einstein Uhlenbeck ........... 151

295, 296 - GARCH ...................... 389 management ............... 195,376 - general circulation (GCM) 77, 175, marine fisheries ................. 193 207 market participant .............. 195 - generalized force ............. 336 market price .197, 402, 412, 417-419, - herding ....................... 345

421, 429 - hybrid ........................ 148 market risk ...................... 94 - impulse-response .............. 158 mass psychology ........... 332, 348 - intermediate complexity ....... 175 maximum likelihood technique ... .40 - Ising ................ 401, 412, 420 mean sea level (MSL) ...... 130, 130 - Kolmogorov log-normal ........ 42 mean-field approximation ....... 421 - Levy Levy Solomon ........... 421 measure - Levy ......................... 377 - entropy ....................... 289 - market ....................... 424 - multifractal .................... 44 - microscopic .................. 399 MESA .......................... 109 - Monte Carlo .................. 399 methane ........................ 156 - multi-agent ................... 398 method - multifractal cascade ............ 44

- multiple regression (MRM) ... 135, 135, 136

- multiplicative cascade ...... 90, 91 - neural network .......... 135, 135 - pedestrian .................... 347 - percolation ... 411 412 414 421 , , , ,

423,428 - qualitative ......... . 196, 198, 200 - Santa Fe stock market ........ 400 - self-propelled particle ......... 346 - stochastic cascade ............ 396 - stochastic climate ............ 147 - stochastic forcing ............. 152 model drift ..................... 185 moment ........................ 262 - first ............ 116, 129, 271, 387 - fourth ................... 383, 384 - higher ................... 149, 377 - second 116, 131, 261, 271, 356, 360,

365, 377, 387 - third ................ 250, 383, 384 monofractal 39, 42, 70 181 222 241 , , , ,

242, 244, 246, 248, 394 monofractal scaling ........... 50, 52 monofractality ............... 51, 243 motion - Brownian .40, 68, 91, 94, 150, 151,

358,418 - fractional Brownian (fBm) .39, 42,

233, 242, 244, 261, 390, 394 - geometric Brownian ........... 360 MRM ................. 135, 136, 136 MSL ............................ 130 multicriteria evolution ........... 203 multifractal 42 70 76 181 222 246 , , , , , ,

260, 394 multifractal measures ............ 32 multifractality .............. 74, 184,

219, 240, 241, 244, 245, 246, 247, 248, 250, 25~ 251, 393, 394, 395

multiple equilibrium ............ 205 multivariate statistics ........... 160 musical string .................... 12

Subject Index 449

myocardial infarction ............ 230

N NADW ............... 172, 204, 210 NAO ... 114, 115, 120 124 125 127 , , , ,

130 New York Stock Exchange Composite

Index (NYCI) ................. 384 Nikkei ........... .424, 430, 431, 431 NMR ........................... 303 noise ... 148, 155 159 160 166 222 , , , , ,

234, 29~ 312, 315, 318, 338, 339 - l/f .22, 40, 228, 241, 254, 274, 393 - background ................... 290 - Brownian ................ 228, 234 - dynamical ........... 315, 319, 326 - multiplicative .. 414, 418, 418, 420 - neuronal ...................... 319 - pseudo-random ................ 41 - random ....................... 234 - red .................. 107, 109, 174 - white .... 69, 87, 93 107 109 150 , , , ,

174, 226 non equilibrium phenomena ...... 221 nonstationarity ... 114, 174, 176, 180,

220, 225-227, 234, 241, 384 nonstationary ........ 7, 14, 311, 365 North Atlantic deep water formation

(NADW) ................ 172, 205 North Atlantic Drift ............ 204 nuclear magnetic resonance (NMR)

300 nucleotide ............. 48, 49, 50, 53 NYCI ..................... 382, 395

o oceanic heat transport .......... 204 open market ............... 415, 419 optimization paradigm .......... 196 optimization strategy ........... 196 orbit - quasiperiodic ................. 315 - stable periodic (SPO) .. 311, 312,

313, 324

450 Subject Index

- unstable periodic (UPO) 311, 312, PLC .......................... 56-58 313, 319 Pleistocene Holocene transition .. 129

oscillation plethysmography ................ 268 - North-Atlantic (NAO) ... 109, 114, Poincare section ... 94, 312, 313, 314

129, 132, 142, 146, 165, 166, 174 Poissonian jumps ............... 365 - quasi-biennial (QBO) .... 107, 109 Polyodon spathula .............. 311 - Southern ..................... 145 portfolio .................... 89, 398 overcapitalization .......... 200, 203 portfolio selection ............... 356 overexploitation ................ 193 precautionary management ...... 195 overturning ..................... 206 precautionary policy ........... . 211 oxygen saturation .......... 268, 271 prediction limit ................. 142 ozone ........................... 153 prediction problem .............. 142

p

paddlefish ...................... 311 palaeoclimatology ............... 106 panic situation .................. 339 panic stampede ................. 332 panicking crowds ........... 337, 343 panicking pedestrians ........... 347 parasympathetic activity ........ 272 pattern recognition ............. 290 PC ............................. 114 PDF ...... 39, 67, 69, 72, 74, 81, 82,

82, 90, 266, 271, 271, 274, 278, 279, 365, 367, 427

- power-law .................... 420 pedestrian crowds .............. 339 pedestrian flow .................. 332 pedestrian motion .............. 336 percolation cluster ..... 422, 423, 426 persistence ........ 263, 264, 391, 413 - long-range .................... 182 - short-term .................... 173 - volatility ..................... 413 - weather ............. 171, 171, 173 persistence characteristics ....... 173 phantom panic ................. 342 pharynx collapse ................ 270 Pinatubo eruption ......... 134, 136 plasmid ................... 291, 292 Plasmodium falciparum ......... 147 Plasmodium vivax .............. 147

price elasticity ............. 197, 419 price return ..................... 414 price variation .................. 412 principal components (PC) . 114, 173 probability of loss ............... 416 process - additive ....................... 88 - ARMA ....................... 392 - Fibonacci multiplicative ........ 95 - Gaussian ................. .40, 360 - hierarchical cascade ........... 428 - Levy stable .............. 360, 365 - Levy ......................... 381 - macrophysical ................ 143 - Markov ......................... 4 - microphysical ................. 143 - multifractal .................... 37 - multifractal cascade ............ 27 - multiplicative .45, 88, 90, 420, 427 - multiplicative cascade .......... 31 - random ............. 356,357, 363 - self-affine ...................... 68 - self-similar ..................... 41 - stochastic ....... 28, 356, 359, 365 - Wiener ....................... 358 production cost ............ 415, 416 profit - discounted .................... 196 - total ......................... 415 purine ........................... 47 pyrimidine ....................... 47

Q qualitative phase plot ........... 201 qualitative trajectory ....... 198, 199 qualitative variable ............. 200 quantity space ............. 198, 200

R

Subject Index 451

Rossby deformation radius ...... 119 Rossby wave .................... 111 rough surface .... 59, 62, 68, 70, 71

s S&P 500 87, 88, 91-93, 381, 392, 394,

412, 413, 413, 429 r.m.s .... 27, 29, 54, 90, 119, 413, 426 Saccharomyces cerevisiae .27, 53, 54, RIS .......... 178, 263, 265, 391-393 55 radiance field .................... 83 safety standard ................. 212 radiance image ................... 81 Sc ............. 77, 78, 79, 80, 82, 83 radiative transfer ........ 76, 77, 176 scale invariance ... 44, 46, 53, 59, 62, receiver operating characteristic .297, 107, 108, 226, 237

299 seesaw receptor - bipolar ....................... 208 - catfish electro- .317, 319, 320, 322 - Iceland low and Azores high .. 120 - paddlefish electro- ............ 324 self-affine fractal .............. 59, 62 - rat facial cold .. 314, 317, 322, 323 self-driven many-particle system 336, regime 349 - circulation ............... 125-127 self-organization ................ 339 - climate .............. 111, 124, 172 self-organized criticality ......... 418 - general weather ............... 173 self-similarity ... 52, 53, 237, 392, 429 - Levy ......................... 365 sensory biology ................. 311 - meridional .................... 127 sequence - meso-scale .................... 108 - DNA 10, 11, 27, 29, 46, 46, 47, 51, - totalitarian ................... 346 53, 54, 227, 291, 293 regulation - genomic ....................... 47 - heart rate .......... 267, 267, 276 - human DNA .................. 50 - heartbeat ..................... 274 - nucleotide ..................... 28 - neuroautonomic .............. 220 - protein ........................ 11 REM sleep .. 237, 269, 270, 271, 272, SF ............................... 39

274, 275, 276, 276 shift of climate zones ...... 105, 132 - non- ..................... 271, 274 signal-to-noise ratio .... 160, 167, 172 resource exploitation ............ 195 significance level ...... 160, 161, 161 respiratory rhythm .............. 273 SIM ............................ 301 return ................. 414, 423, 427 singularity. 29, 32, 33, 34, 35, 62, 63, Reynolds number ............. 75, 82 64, 127, 128, 129, 224,241,244 Richardson experiment .......... 121 skewness .............. 377, 378, 422 risk assessment ................. 286 skin cancer ....... 283, 286, 289, 295 risk estimation .................. 360 sleep apnea .. 239, 239,270,271, 271, risk management ................ 355 272, 273, 275, 276 RNA ............................ 57 - obstructive .......... 221, 269, 276 root-mean square (r.m.s.) .... 28, 152 sleep physiology ................ 268

452 Subject Index

social contagion ................. 332 - noisy ................... 317, 325 solar electromagnetic radiation ... 20 solar radio emission .............. 21 T spectrum - multifractal .37, 43, 71, 78, 79, 79,

83, 244, 247, 249, 251 - power ... 11, 29, 41, 107, 121, 223,

225, 226, 243, 247, 248, 273, 285 - singularity ... 27, 30, 31, 34-36, 39,

46, 66, 67, 74, 79, 80, 80, 83, 240 - variance ................. 149, 151 spike - neural ................... 318, 324 - neuronal ...................... 312 - solar .......................... 20 SPO .................. 313, 320, 322 stability limit ................... 209 statistic - Eulerian ...................... 118 - Gaussian .................. 14, 316 statistical theory of extremes ... 378 stimulation - parasympathetic .... 224, 236, 267 - sympathetic ......... 224, 236, 267 stock exchange ........ 364, 365, 381 stock market ......... 13, 14, 27, 84,

89, 92, 360, 411, 412, 414, 416, 423, 427, 428, 429, 431, 432

stock price .. 356, 360, 364, 365, 367, 368

storm track 113, 114, 118, 118, 119, 121, 131

stratocumulus (Sc) ....... 76, 76, 77 stylized fact ...... 365, 373, 395, 396,

398-400, 404, 411, 414, 423 subsidies ........................ 203 sudden cardiac death .. 17, 221, 228,

229, 289, 307, 308 sunspot numbers (SRN) ......... 134 sustainability science ............ 194 sympathetic activity ............ 272 synchrogram ............... 318, 326 synchronization ................. 327

T4 bacteriophage ............. 54, 57 tail index .............. 380-382, 383 technique - box-counting .. 27, 35, 37, 240, 243 - Wiener Hopf .................. 420 tele-medicine .................... 295 temperature fluctuations ........ 180 temperature variation ........... 109 test - Brock Dechert Scheinkman (BDS)

386 - detection and attribution ..... 160 - Student's t- ......... 232, 235, 390 THe ............. 205, 206, 206, 208 theorem of Mangasarian ......... 197 theory - Black and Scholes option pricing 89,

354, 359 - chaos ......................... 141 - information ................... 286 - kinetic gas .................... 143 - percolation ................... 421 - random graph ................ 422 - spin-glass ...................... 37 - wavelet ....................... 243 Thompson rule .................. 132 threshold - critical ................... 194, 209 - percolation 401, 421, 422, 424, 425,

427 thymine ......................... 47 time - interspike ................ 322-324 - recurrence .................... 117 - residence .. 106, 127, 131, 133, 134,

137 - sampling ..................... 117 tomographic image .............. 300 topological invariance ........... 305 trade and quote ................. 354

Subject Index 453

transform - Adeno ......................... 57 - Fourier .. 11, 69, 109, 248, 280, 377 - Epstein Barr ............... 54, 57 - Legendre 30, 36, 39, 41, 45, 66, 69, - Hepadna ....................... 57

79,246, 247 - Herpes ........................ 57 - Mellin ........................ 420 - HIV2BEN ..................... 10 - wavelet (WT) 31, 32, 32, 239, 243, - Melanoplus sanguinipes .... 54, 57

244, 249, 249, 413 - Papova ........................ 57 - wavelet 2D .................... 61 - retro- .......................... 57 transinformation ...... 5, 6, 286, 300 transversality condition ..... 375, 376 trend elimination ............... 178 tumour diagnostic ......... 283, 300 turbulence ........ 30, 42, 44, 46, 82,

82, 83, 90, 91, 94, 95, 240, 396, 397, 414, 427

u

viscous fingering ................ 240 volatility .................... 88, 89-

91,365,387,389,392,395,401,412, 413, 413, 414, 422-424, 427, 428

volatility clustering ... 373, 389, 396, 397, 400, 404, 414, 423, 426, 432

volcanism ....................... 134

uncertain demand .............. 415 walk w

uncertainty ..... 5, 10, 13, 13, 15, 22, _ DNA 75, 81, 155, 166, 167, 195, 197, 198, 199, 204

27, 29, 35, 46, 47, 48, 49-51, 53, 54, 55, 56-58, 94

UPO ... 312, 313, 314, 315, 316, 319, 319, 320, 322, 323

urban warming ................. 183

v variability - atmospheric .................. 175 - climate .... 105-107, 108, 111, 114,

131, 142, 146, 149, 150, 150, 153, 155, 159, 160, 164, 166, 172

- ENSO ........................ 132

- Levy ......................... 423 - random ................ 28,40,47,

50,177,234,248,357,358,359,362, 367, 384-386, 411-413, 418, 420

wavelet techniques (WT) .. 174, 179, 222

wavelet transform modulus maxima (WTMM) .. 27, 32, 34, 35, 35, 59, 62, 181, 239, 244

wavelet-based multifractal formalism 35

- heart rate .. 17, 224, 230, 231, 272, weak prognosis .................. 194 273, 274, 277, 283 wealth maximization ............ 402

- inter beat ..................... 222 weather ........................ 142 - natural .................. 164, 174 - spatial climate ............... 115 - weather .... 149, 150, 150, 164, 172 ventricular contractions ......... 277 ventricular fibrillation ...... 221, 277 ventricular tachyarrhythmia ..... 230 ventricular tachycardia ......... 277 virus

weather forecasting .... 141, 142, 144 WT 34, 36, 38, 39, 48, 49, 57, 58, 63,

66, 69, 70, 74, 79, 81, 84, 85, 176 WTMM 36, 38, 39, 41, 43, 44, 45, 47,

51, 51, 52, 57, 60, 63, 64, 66, 74, 84 WTMM maxima (WTMMM) .... 63 WTMMM . 63, 64, 66, 69, 70, 72, 78,

79,81, 82