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Abstract: The scaling behavior of the 1998–2009 seismicity in Guerrero, southern Mexico, was studied by means of the detrended fluctuation analysis (DFA). We found that inter-seismic periods are correlated with a transition in the scaling behavior at about 200 seismic events. Correlations are relatively weak for small time scales. However, for large time scales, correlations are associated with a 1/f fractional process, indicating that the seismicity pattern emerges from a self-organized critical state. Temporal variations of the scaling exponent along years computed from the DFA indicate the presence of a quasi-biennial cycle in the seismicity correlations. This cyclic behavior was apparently triggered by the large 2001–2002 slow slip event in the Guerrero seismic gap. Besides, the significant seismic events () originate, on the average, at deeper regions in each cycle. [Copyright &y& Elsevier]

Abstract: Scaling behavior of the temporal variability in self-potential data recorded in the frequency range during 1995 at Acapulco station (Mexico) was identified and analyzed. In this period, a strong earthquake (Ms=7.4) struck the monitored area on September 14, 1995. Using the detrended fluctuation analysis (DFA), which is a powerful method to detect scaling in nonstationary time series, deviations from stable power-law scaling were quantified. Our findings point to an evident unstable scaling behavior in self-potential data before the occurrence of the seismic event. These first results could be useful in the framework of earthquake prediction studies. [Copyright &y& Elsevier]

The scaling properties of the time dynamics of self-potential data (in the frequency range between 0 and 0.125Hz) observed in 1995 at Acapulco station in Mexico were investigated. On the basis of detrended fluctuation analysis (DFA), which is a powerful method to detect scaling in nonstationary time series, deviations from uniform power-law scaling were identified and quantified. Our results suggest that an evident non-uniform scaling behavior in self-potential data could be related to the occurrence on September 14, 1995 of the strongest earthquake. These first results could be useful in the framework of earthquake prediction studies. [ABSTRACT FROM AUTHOR]

Abstract: It is well known that there exist statistical and structural differences between the stock markets of developed and emerging countries. In this work, and in order to find out if the efficiency of the Mexican Stock Market has been changing over time, we have performed and compared several analyses of the variations of the Mexican Stock Market index (IPC) and Dow Jones industrial average index (DJIA) for different periods of their historical daily data. We have analyzed the returns autocorrelation function (ACF) and used detrended fluctuation analysis (DFA) to study returns variations. We also analyze the volatility, mean value and standard deviation of both markets and compare their evolution. We conclude from the overall result of these studies, that they show compelling evidence of the increment of efficiency of the Mexican Stock Market over time. The data samples analyzed here, correspond to daily values of the IPC and DJIA for the period 10/30/1978–02/28/2006. [Copyright &y& Elsevier]