English

Long-range correlation and multifractality in Bach's Inventions pitches

Data Analysis, Statistics and Probability 2009-11-13 v2

Abstract

We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view we find same second moment exponents (after double profiling) in ranges (1.7-1.8) in his works. Comparing MF-DFA results of original series to those for shuffled and surrogate series we can distinguish multifractality due to long-range correlations and a broad probability density function. Finally we determine the scaling exponents and singularity spectrum. We conclude fat tail has more effect in its multifractality nature than long-range correlations.

Keywords

Cite

@article{arxiv.0704.0726,
  title  = {Long-range correlation and multifractality in Bach's Inventions pitches},
  author = {G. R. Jafari and P. Pedram and L. Hedayatifar},
  journal= {arXiv preprint arXiv:0704.0726},
  year   = {2009}
}

Comments

18 page, 6 figures, to appear in JSTAT