Related papers: Detrending moving average algorithm for multifract…
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…
The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been…
Exploring channel dimensions has been the driving force behind breakthroughs in successive generations of mobile communication systems. In 5G, space division multiple access (SDMA) leveraging massive MIMO has been crucial in enhancing…
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…
Stride-to-stride fluctuations in human walking carry a fractal correlation structure that reverses sign under external cueing: self-paced gait is persistent, whereas metronomic or visually cued gait is anti-persistent. Three decades of…
We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the…
We present a topology optimization (TO) method for a 1D dielectric metasurface, coupling the classical trend-fluctuations analysis (FTA) and the diamond-square-algorithm (DSA). In the classical FTA, a couple of device distributions termed…
Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…
Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity. Using the ultrahigh-frequency data of a liquid Chinese…
Dynamic metasurface antennas (DMAs) are emerging as a promising technology to enable energy-efficient, large array-based multi-antenna systems. This paper presents a simple channel estimation scheme for the downlink of a multiple-input…
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…
Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…
This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…
FFT-based solvers are increasingly used by many researcher groups interested in modelling the mechanical behavior associated to a heterogeneous microstructure. A development is reported here that concerns the viscoelastic behavior of…
We focus on the importance of $q$ moments range used within multifractal detrended fluctuation analysis (MFDFA) to calculate the generalized Hurst exponent spread and multifractal properties of signals. Different orders of detrending…
In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…
By harnessing the delay-Doppler (DD) resource domain, orthogonal time-frequency space (OTFS) substantially improves the communication performance under high-mobility scenarios by maintaining quasi-time-invariant channel characteristics.…
Certain instrumental effects and data reduction anomalies introduce systematic errors in photometric time-series. Detrending algorithms such as the Trend Filtering Algorithm (TFA) (Kov\'{a}cs et al. 2004) have played a key role in…
This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…
End-to-end multi-object tracking (MOT) methods have recently achieved remarkable progress by unifying detection and association within a single framework. Despite their strong detection performance, these methods suffer from relatively low…