Related papers: Fractal and Multifractal Time Series
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…
Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…
Fractal behaviour, i.e. scale invariance in spatio-temporal dynamics, have been found to describe and model many systems in nature, in particular fluid mechanics and geophysical related geometrical objects, like the convective boundary…
Complex systems (CS) are ubiquitous in nature. It is argued that fractional order (FO) calculus is more suitable to describe fractal systems. Motivated by the fractal space time theory some fractional generalizations of Scrodinger and…
If our aesthetic preferences are affected by fractal geometry of nature, scaling regularities would be expected to appear in all art forms, including music. While a variety of statistical tools have been proposed to analyze time series in…
An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…
Fractal structures appear in a vast range of physical systems. A literature survey including all experimental papers on fractals which appeared in the six Physical Review journals (A-E and Letters) during the 1990's shows that experimental…
Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…
A stochastic model relating the parameters of astrophysical structures to the parameters of their granular components is applied to the formation of hierarchical, large-scale structures from galaxies assumed as point-like objects. If the…
The role played by non-extensive thermodynamics in physical systems has been under intense debate for the last decades. Some possible mechanisms that could give rise to non-extensive statistics have been formulated along the last few years,…
It is shown that fractal dimension can be estimated seeking a solution of functional equation defined for areas of coverages of different scales. The method proposed is compared with widely known way to estimate fractal dimension via linear…
A multifractal analysis is performed on a three-dimensional grayscale image associated with a complex system. First, a procedure for generating 3D synthetic images (2D image stacks) of a complex structure exhibiting multifractal behaviour…
Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…
Deterministic and random fractals, within the framework of Iterated Function Systems, have been used to model and study a wide range of phenomena across many areas of science and technology. However, for many applications deterministic…
The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…
Fractal time series has been shown to be self-affine and are characterized by a roughness exponent H. The exponent H is a measure of the persistence of the fluctuations associated with the time series. We use a recently introduced method…
Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…