Related papers: Fractal and Multifractal Time Series
A recent method based on the concurrence of complex networks and multifractal analyses is applied for the first time to explore ground-level ozone behavior. Ozone time series are converted into complex networks for their posterior analysis.…
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
In mesoscopic systems conductance fluctuations are a sensitive probe of electron dynamics and chaotic phenomena. We show that the conductance of a purely classical chaotic system with either fully chaotic or mixed phase space generically…
We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate…
This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
We describe new families of random fractals, referred to as "V-variable", which are intermediate between the notions of deterministic and of standard random fractals. The parameter V describes the degree of "variability" : at each…
Experimental data are presented on particle correlations and fluctuations in various high-energy multiparticle collisions, with special emphasis on evidence for scaling-law evolution in small phase-space domains. The notions of…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
The price of financial assets are, since Bachelier, considered to be described by a (discrete or continuous) time sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has…
We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
This paper deals with an estimating of the Fractal Dimension of a hydrometeorology variables like an Air temperature or humidity at a different sites in a landscape (and will be further evaluated from the land use point of view). Three…
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…
This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective algorithm is constructed for decomposition of a…
If a point particle moves chaotically through a periodic array of scatterers the associated transport coefficients are typically irregular functions under variation of control parameters. For a piecewise linear two-parameter map we analyze…
Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…
In this paper we examine a number of models that generate random fractals. The models are studied using the tools of computational complexity theory from the perspective of parallel computation. Diffusion limited aggregation and several…