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Related papers: Wavelet transform modulus maxima based fractal cor…

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We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…

Other Condensed Matter · Physics 2008-12-18 Pawel Oswiecimka , Jaroslaw Kwapien , S. Drozdz

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

The fractal properties of the transverse Talbot images are analysed with two well-known scaling methods, the wavelet transform modulus maxima (WTMM) and the wavelet transform multifractal detrended fluctuation analysis (WT-MFDFA). We use…

Optics · Physics 2013-12-24 H. C. Rosu , J. S. Murguia , A. Ludu

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

We generalize the wavelet transform modulus maxima (WTMM) method to multifractal analysis of 3D random fields. This method is calibrated on synthetic 3D monofractal fractional Brownian fields and on 3D multifractal singular cascade measures…

Statistical Mechanics · Physics 2009-11-10 Pierre Kestener , Alain Arneodo

We use singular value decomposition techniques to generalize the wavelet transform modulus maxima method to the multifractal analysis of vector-valued random fields. The method is calibrated on synthetic multifractal 2D vector measures and…

Statistical Mechanics · Physics 2009-11-10 Pierre Kestener , Alain Arneodo

Complex systems are composed of mutually interacting components and the output values of these components are usually long-range cross-correlated. We propose a method to characterize the joint multifractal nature of such long-range cross…

Statistical Finance · Quantitative Finance 2018-02-27 Zhi-Qiang Jiang , Xing-Lu Gao , Wei-Xing Zhou , H. Eugene Stanley

We apply the wavelet transform modulus maxima (WTMM) method to the analysis of simulated MBE-grown surfaces. In contrast to the structure function approach commonly used in the literature, this new method permits an investigation of the…

Statistical Mechanics · Physics 2009-10-31 Martin Ahr , Michael Biehl

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

Mutually interacting components form complex systems and the outputs of these components are usually long-range cross-correlated. Using wavelet leaders, we propose a method of characterizing the joint multifractal nature of these long-range…

Statistical Finance · Quantitative Finance 2017-04-18 Zhi-Qiang Jiang , Yan-Hong Yang , Gang-Jin Wang , Wei-Xing Zhou

We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which…

Signal Processing · Electrical Eng. & Systems 2022-09-30 Stéphane Jaffard , Guillaume Saës , Wejdene Ben Nasr , Florent Palacin , Véronique Billat

We first apply the WT-MFDFA, MFDFA, and WTMM multifractal methods to binomial multifractal time series of three different binomial parameters and find that the WTMM method indicates an enhanced difference between the fractal components than…

Cellular Automata and Lattice Gases · Physics 2012-04-03 J. S. Murguia , H. C. Rosu

In continuous-time wavelet analysis, most wavelet present some kind of symmetry. Based on the Fourier and Hartley transform kernels, a new wavelet multiresolution analysis is proposed. This approach is based on a pair of orthogonal wavelet…

Classical Analysis and ODEs · Mathematics 2015-02-10 L. R. Soares , H. M. de Oliveira , R. J. Cintra

The wavelet transform and related techniques are used to analyze singular and fractal signals. The normalized wavelet scalogram is introduced to detect singularities including jumps, cusps and other sharply changing points. The wavelet…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Hua-Liang Wei , S. A. Billings

Continuous wavelet transform (CWT) based time-scale and multi-fractal analyses have been carried out on the anode glow related nonlinear floating potential fluctuations in a hollow cathode glow discharge plasma. CWT has been used to obtain…

Plasma Physics · Physics 2010-03-17 Md. Nurujjaman , Ramesh Narayanan , A. N. Sekar Iyengar

We obtain a characterization of all wavelets leading to analytic wavelet transforms (WT). The characterization is obtained as a by-product of the theoretical foundations of a new method for wavelet phase reconstruction from magnitude-only…

Numerical Analysis · Mathematics 2024-09-23 Nicki Holighaus , Günther Koliander , Zdenĕk Průša , Luis Daniel Abreu

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

Leveraging the complementary characteristics of visible (RGB) and infrared (IR) imagery offers significant potential for improving object detection. In this paper, we propose WaveMamba, a cross-modality fusion method that efficiently…

Computer Vision and Pattern Recognition · Computer Science 2025-07-25 Haodong Zhu , Wenhao Dong , Linlin Yang , Hong Li , Yuguang Yang , Yangyang Ren , Qingcheng Zhu , Zichao Feng , Changbai Li , Shaohui Lin , Runqi Wang , Xiaoyan Luo , Baochang Zhang

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

Quantitative Methods · Quantitative Biology 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba
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