RESUMEN
After the M8.2 main-shock occurred on 7 September 2017 at the Isthmus of Tehuantepec, Mexico, the spatial distribution of seismicity has showed a clear clusterization of earthquakes along the collision region of the Tehuantepec Transform/Ridge with the Middle America Trench off Chiapas. Furthermore, nowadays, the temporal rate of occurrence in the number of earthquakes has also showed a pronounced increase. On the basis of this behavior, we studied the sequence of magnitudes of the earthquakes which occurred within the Isthmus of Tehuantepec in southern Mexico from 2010 to 2020. Since big earthquakes are considered as a phase transition, after the M8.2 main-shock, one must expect changes in the Tehuantepec ridge dynamics, which can be observed considering that the b-value in the Gutenberg-Richter law, has also showed changes in time. The goal of this paper is to characterize the behavior of the seismic activity by using the Gutenberg-Richter law, multifractal detrended fluctuation analysis, visibility graph and nowcasting method. Those methods have showed important parameters in order to assess risk, the multifractality and connectivity. Our findings indicate, first that b-value shows a dependency on time, which is clearly described by our analyses based on nowcasting method, multifractality and visibility graph.
RESUMEN
Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics. This paper uses multifractal analysis to evaluate if the temporal dynamics of market returns also exhibit calendar anomalies such as day-of-the-week effects. We apply multifractal detrended fluctuation analysis (MF-DFA) to the daily returns of market indices worldwide for each day of the week. Our results indicate that distinct multifractal properties characterize individual days of the week. Monday returns tend to exhibit more persistent behavior and richer multifractal structures than other day-resolved returns. Shuffling the series reveals that multifractality arises from a broad probability density function and long-term correlations. The time-dependent multifractal analysis shows that the Monday returns' multifractal spectra are much wider than those of other days. This behavior is especially persistent during financial crises. The presence of day-of-the-week effects in multifractal dynamics of market returns motivates further research on calendar anomalies for distinct market regimes.
RESUMEN
Despite that many image encryption systems based on chaotic or hyperchaotic systems have been proposed to protect different kinds of information, it has been crucial to achieve as much security as possible in such systems. In this sense, we numerically implement a known image encryption system with some variants, making special emphasis when two operations are considered in the scrambling stage. The variants of such an encryption system are based on some hyperchaotic systems, which generated some substitution boxes and the keys of the system. With the aim to have a more complete evaluation, some internal stages of the image encryption scheme have been evaluated by using common statistical tests, and also the scaling behavior of the encrypted images has been calculated by means of a two-dimensional detrended fluctuation analysis (2D-DFA). Our results show that the image encryption systems that include two operations or transformations in the scrambling stage present a better performance than those encryption systems that consider just one operation. In fact, the 2D-DFA approach was more sensitive than some common statistical tests to determine more clearly the impact of multiple operations in the scrambling process, confirming that this scaling method can be used as a perceptual security metric, and it may contribute to having better image encryption systems.