English
Related papers

Related papers: ROMA (Rank-Ordered Multifractal Analysis) for inte…

200 papers

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

Multireference alignment (MRA) is the problem of estimating a signal from many noisy and cyclically shifted copies of itself. In this paper, we consider an extension called heterogeneous MRA, where $K$ signals must be estimated, and each…

Information Theory · Computer Science 2018-02-02 Nicolas Boumal , Tamir Bendory , Roy R. Lederman , Amit Singer

The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…

Statistical Mechanics · Physics 2011-07-28 Florian Angeletti , Marc Mézard , Eric Bertin , Patrice Abry

Reduced-order models (ROMs) that capture changes in fluid systems due to variations in parameters, such as the Reynolds number or the shape of a stationary body placed in the flow, are attracting increasing attention in engineering…

Fluid Dynamics · Physics 2025-12-16 Yuto Nakamura , Shintaro Sato , Naofumi Ohnishi

A new multiresolution quadrilateral plate element is proposed and a multiresolution finite element method is hence presented. The multiresolution analysis (MRA) framework is formulated out of a mutually nesting displacement subspace…

Numerical Analysis · Mathematics 2014-11-14 YiMing Xia

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

A method for exploring unstable structures generated by nonlinear dynamical systems is introduced. It is based on the sampling of initial conditions and parameters by Replica Exchange Monte Carlo (REM), and efficient both for the search of…

Statistical Mechanics · Physics 2009-11-13 Tatsuo Yanagita , Yukito Iba

The Coronal Multichannel Polarimeter (CoMP) routinely performs coronal polarimetric measurements using the Fe XIII 10747 $\AA$ and 10798 $\AA$ lines, which are sensitive to the coronal magnetic field. However, inverting such polarimetric…

Solar and Stellar Astrophysics · Physics 2016-07-13 K. Dalmasse , D. W. Nychka , S. E. Gibson , Y. Fan , N. Flyer

Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…

Data Analysis, Statistics and Probability · Physics 2022-07-20 Felipe Olivares , Massimiliano Zanin

The inverse wave scattering problem seeks to estimate a heterogeneous, inaccessible medium, modeled by unknown variable coefficients in wave equations, from transient recordings of waves generated by probing signals. It is a widely studied…

Numerical Analysis · Mathematics 2024-03-07 Liliana Borcea , Yiyang Liu , Jörn Zimmerling

A multifractal analysis (MFA) is performed on three-dimensional grayscale images associated with natural porous structures (soil samples). First, computed tomography (CT) scans are carried out on the samples to generate 3D grayscale images.…

Data Analysis, Statistics and Probability · Physics 2016-05-22 Lorenzo Milazzo , Radoslaw Pajor

Cardio-mechanical models can be used to support clinical decision-making. Unfortunately, the substantial computational effort involved in many cardiac models hinders their application in the clinic, despite the fact that they may provide…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Robin Willems , Peter Förster , Sebastian Schöps , Olaf van der Sluis , Clemens V. Verhoosel

Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…

Optimization and Control · Mathematics 2012-06-28 Salvatore Corrente , Salvatore Greco , Roman Slowinski

Standard machine learning models optimized for average performance often fail on minority subgroups and lack robustness to distribution shifts. This challenge worsens when subgroups are latent and affected by complex interactions among…

Machine Learning · Statistics 2025-09-23 Siqi Li , Molei Liu , Ziye Tian , Chuan Hong , Nan Liu

We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…

Chaotic Dynamics · Physics 2015-06-23 Nikolay K. Vitanov , Norbert P. Hoffmann , Boris Wernitz

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

We propose a computationally efficient framework to treat nonlinear partial differential equations having bifurcating solutions as one or more physical control parameters are varied. Our focus is on steady bifurcations. Plotting a…

Numerical Analysis · Mathematics 2020-06-11 Federico Pichi , Annalisa Quaini , Gianluigi Rozza

We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…

Data Analysis, Statistics and Probability · Physics 2017-11-22 Debajyoti Saha , Pankaj Kumar Shaw , Sabuj Ghosh , M. S. Janaki , A. N. Sekar Iyengar

The a priori error analysis of reduced order models (ROMs) for fluids is relatively scarce. In this paper, we take a step in this direction and conduct numerical analysis of the recently introduced time relaxation ROM (TR-ROM), which uses…

Numerical Analysis · Mathematics 2025-10-20 Jorge Reyes , Ping-Hsuan Tsai , Julia Novo , Traian Iliescu

We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…

Statistical Mechanics · Physics 2009-11-10 Olaf Stenull
‹ Prev 1 4 5 6 7 8 10 Next ›