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The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

Condensed Matter · Physics 2015-06-25 Martin Janssen

Multifractal properties of the energy time series of short $\alpha$-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique ({\it{multifractal detrended fluctuation analysis}}). Estimates for…

Biological Physics · Physics 2010-01-13 P. H. Figueirêdo , E. Nogueira , M. A. Moret , Sérgio Coutinho

We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot numbers on one of the climate indicators, specifically rivers, represented by river flow fluctuation for Daugava,…

Data Analysis, Statistics and Probability · Physics 2015-03-13 S. Hajian , M. Sadegh Movahed

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

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

Angular x-ray cross-correlation analysis (XCCA) is an approach to study the structure of disordered systems using the results of x-ray scattering experiments. In this paper we summarize recent theoretical developments related to the Fourier…

Disordered Systems and Neural Networks · Physics 2013-10-16 R. P. Kurta , M. Altarelli , I. A. Vartanyants

Understanding associations between paired high-dimensional longitudinal datasets is a fundamental yet challenging problem that arises across scientific domains, including longitudinal multi-omic studies. The difficulty stems from the…

Methodology · Statistics 2026-01-21 Jianbin Tan , Pixu Shi

We discuss the problem for detecting long-range correlations in sequences of values obtained by generators of pseudo-random numbers. The basic idea is that the H{\"o}lder exponent for a sufficiently long sequence of uncorrelated random…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , Kh. Tarnev , H. Kantz

Shape is one of the most important visual attributes to characterize objects, playing a important role in pattern recognition. There are various approaches to extract relevant information of a shape. An approach widely used in shape…

Computer Vision and Pattern Recognition · Computer Science 2012-01-17 André Ricardo Backes , Odemir Martinez Bruno

Complex networks have recently attracted much attention in diverse areas of science and technology. Many networks such as the WWW and biological networks are known to display spatial heterogeneity which can be characterized by their fractal…

Biological Physics · Physics 2015-05-30 Dan-Ling Wang , Zu-Guo Yu , Vo Anh

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

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…

Data Analysis, Statistics and Probability · Physics 2011-09-27 Dariusz Grech , Grzegorz Pamula

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…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…

Astrophysics of Galaxies · Physics 2018-05-21 A. Bewketu Belete , J. P. Bravo , B. L. Canto Martins , I. C. Leão , J. M. De Araujo , J. R. De Medeiros

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Diego Rybski , Hernán D. Rozenfeld , Jürgen P. Kropp

This paper presents a new approach to combine cross-correlation functions. The combination is based on a maximum-likelihood approach and uses a non-linear combination scheme. It can be effective for radial-velocity analysis of multi-order…

Astrophysics · Physics 2007-05-23 Shay Zucker

Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time series. However, its application often involves significant…

A fractal bears a complex structure that is reflected in a scaling hierarchy, indicating that there are far more small things than large ones. This scaling hierarchy can be effectively derived using head/tail breaks - a clustering and…

Data Analysis, Statistics and Probability · Physics 2020-09-04 Bin Jiang , Ding Ma

In this article we compare the cross-correlation and breakfinder techniques applied to the measurements of redshifts from low-resolution spectra. We assume spectra obtained from multinarrowband imagery, a technique for multi-object…

Astrophysics · Physics 2009-10-28 R. Cabanac , E. F. Borra

We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…

Statistical Mechanics · Physics 2009-04-04 S. Kimiagar , M. Sadegh Movahed , S. Khorram , S. Sobhanian , M. Reza Rahimi Tabar