Related papers: Multifractal Analysis of Polyalanines Time Series
The formation of H$^{3+}$ from ethane, propane, and butane dications was investigated with time-dependent density-functional theory (TDDFT) simulations. This approach offers the benefit of simultaneously addressing nuclear and electronic…
In this manuscript we present a comprehensive study on the multifractal properties of high-frequency price fluctuations and instantaneous volatility of the equities that compose Dow Jones Industrial Average. The analysis consists about…
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter $H$ is depending on the…
To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…
Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…
MHD turbulence driven at velocities higher than the Alfv\'en velocity, i.e., super-Alfv\'enic turbulence, is widely spread in astrophysical environments, including galaxy clusters and molecular clouds. For statistical studies of such…
In this work, a multifractal framework is proposed to investigate the effects of current sheets in solar wind turbulence. By using multifractal detrended fluctuation analysis coupled with surrogate methods and volatility, two solar wind…
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…
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,…
We perform a systematic investigation on the components of the empirical multifractality of financial returns using the daily data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. The temporal structure and…
In this paper we are interested in multifractional stable processes where the self-similarity index $H$ is a function of time, in other words $H$ becomes time changing, and the stability index $\alpha$ is a constant. Using $\beta$- negative…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
We perform an extensive empirical analysis of scaling properties of equity returns, suggesting that financial data show time varying multifractal properties. This is obtained by comparing empirical observations of the weighted generalised…
We applied renormalized singles (RS) in the multireference density functional theory (DFT) to calculate accurate energies of ground and excited states. The multireference DFT approach determines the total energy of the $N$-electron system…
A multi-wavelength spatial and temporal analysis of solar high energy electrons is conducted using the August 20, 2002 flare of an unusually flat (gamma=1.8) hard X-ray spectrum. The flare is studied using RHESSI, Halpha, radio, TRACE, and…
Real power systems exhibit dynamics that evolve across a wide range of time scales, from very fast to very slow phenomena. Historically, incorporating these wide-ranging dynamics into a single model has been impractical. As a result, power…
Mechanical stretching of secondary structures is studied through molecular dynamics simulations of a Go-like model. Force vs. displacement curves are studied as a function of the stiffness and velocity of the pulling device. The succession…
The spacing of nearest levels of the spectrum of a complex network can be regarded as a time series. Joint use of Multi-fractal Detrended Fluctuation Approach (MF-DFA) and Diffusion Entropy (DE) is employed to extract characteristics from…
We compare two different approaches to investigations of many-electron systems. The first is the Hartree-Fock (HF) method and the second is the Density Functional Theory (DFT). Overview of the main features and peculiar properties of the HF…