Related papers: Multifractal detrended cross-correlation analysis …
Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…
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 present a novel method to estimate the multifractal spectrum of point distributions. The method incorporates two motivated criteria (barycentric pivot point selection and non-overlapping coverage) in order to reduce edge effects, improve…
Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range…
Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…
Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale…
Angular x-ray cross-correlation analysis (AXCCA) is a technique which allows quantitative measurement of the angular anisotropy of x-ray diffraction patterns and provides insights into the orientational order in the system under…
Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…
We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and missing discoveries can plague an analysis. While many…
Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…
Climate change has driven the market to seek new ways of raising funds to mitigate its effects. One such innovation is the emergence of Green Bonds financial assets specifically designed to support sustainable projects. This study explores…
A multispeckle technique for efficiently measuring correctly ensemble-averaged intensity autocorrelation functions of scattered light from non-ergodic and/or non-stationary systems is described. The method employs a CCD camera as a…
We introduce a generalization of Higuchi's estimator of the fractal dimension as a new way to characterize the multifractal spectrum of univariate time series. The resulting multifractal Higuchi dimension analysis (MF-HDA) method considers…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
The characterization of the long-range order and fractal properties of DNA sequences has proved a difficult though highly rewarding task due mainly to the mosaic character of DNA consisting of many interwoven patches of various lengths with…
In video-based emotion recognition, audio and visual modalities are often expected to have a complementary relationship, which is widely explored using cross-attention. However, they may also exhibit weak complementary relationships,…