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We have studied the possibility of measuring the cross-correlation of the redshifted HI 21-cm signal and the Lyman-$\alpha$ forest using an upcoming radio-interferometric array OWFA and an spectroscopic observation like SDSS-IV. Our results…

Cosmology and Nongalactic Astrophysics · Physics 2018-06-06 Anjan Kumar Sarkar , Somnath Bharadwaj , Tapomoy Guha Sarkar

We study the two band degenerate Hubbard model using the Fluctuation Exchange approximation (FLEX) method and compare the results with Quantum Monte-Carlo calculations. Both the self-consistent and the non-self-consistent versions of the…

Strongly Correlated Electrons · Physics 2009-11-10 V. Drchal , V. Janis , J. Kudrnovsky , V. S. Oudovenko , X. Dai , K. Haule , G. Kotliar

Human Motion Analysis (HMA) is currently one of the most popularly active research domains as such significant research interests are motivated by a number of real world applications such as video surveillance, sports analysis, healthcare…

Computer Vision and Pattern Recognition · Computer Science 2017-11-01 Chern Hong Lim , Ekta Vats , Chee Seng Chan

Variations in scaling behavior in the flux and emissions of gravitational lensed quasars can provide valuable information about the dynamics within the sources and their cosmological evolution with time. Here, we study the multifractal…

Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuations analysis (MF-DFA) and the topological and fractal properties of their…

Statistical Mechanics · Physics 2015-06-19 Yuan-Wu Zhou , Jin-Long Liu , Zu-Guo Yu , Zhi-Qin Zhao , Vo Anh

A method for estimating the cross-correlation $C_{xy}(\tau)$ of long-range correlated series $x(t)$ and $y(t)$, at varying lags $\tau$ and scales $n$, is proposed. For fractional Brownian motions with Hurst exponents $H_1$ and $H_2$, the…

Statistical Finance · Quantitative Finance 2009-03-30 Sergio Arianos , Anna Carbone

We introduce the unbiased way statisticians look at the 2--point correlation function and study its relation to multifractal analysis. We apply this method to a simulation of the distribution of galaxy clusters in order to check the…

Astrophysics · Physics 2007-05-23 Vicent J. Martinez , Maria Jesus Pons-Borderia

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…

Statistical Finance · Quantitative Finance 2015-09-22 Riccardo Junior Buonocore , Tomaso Aste , Tiziana Di Matteo

In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting different types of multiscaling. We…

Statistical Finance · Quantitative Finance 2012-05-25 Jozef Barunik , Tomaso Aste , Tiziana Di Matteo , Ruipeng Liu

We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$…

Data Analysis, Statistics and Probability · Physics 2015-06-26 M. Sadegh Movahed , Evalds Hermanis

Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range…

Statistical Finance · Quantitative Finance 2015-06-01 Provash Mali , Amitabha Mukhopadhyay

The bilevel functional data under consideration has two sources of repeated measurements. One is to densely and repeatedly measure a variable from each subject at a series of regular time/spatial points, which is named as functional data.…

Methodology · Statistics 2021-11-15 Xiaotian Dai , Guifang Fu

We propose to verify relations between quantities which characterize scaling properties of high energy density fluctuations in terms of factorial moments and newly introduced associated frequency moments. Typical examples are presented in…

High Energy Physics - Phenomenology · Physics 2014-11-17 Mikulaas Blazek

Multiplicity correlation measurements provide insight into the dynamics of high energy collisions. Models describing these collisions need these correlation measurements to tune the strengths of the underlying QCD processes which influence…

Nuclear Experiment · Physics 2016-04-27 K. Gulbrandsen , C. Soegaard

Estimating the covariance structure of multivariate time series is a fundamental problem with a wide-range of real-world applications -- from financial modeling to fMRI analysis. Despite significant recent advances, current state-of-the-art…

Machine Learning · Computer Science 2021-02-12 Hrayr Harutyunyan , Daniel Moyer , Hrant Khachatrian , Greg Ver Steeg , Aram Galstyan

This paper proposes a robust high-dimensional sparse canonical correlation analysis (CCA) method for investigating linear relationships between two high-dimensional random vectors, focusing on elliptical symmetric distributions. Traditional…

Methodology · Statistics 2025-04-18 Chengde Qian , Yanhong Liu , Long Feng

A recently discovered inverse correlation between QSO redshift and long-term continuum variability timescales was suggested to be the signature of microlensing on cosmological scales (Hawkins 1993). A general theoretical method for…

Astrophysics · Physics 2015-06-24 Tal Alexander

A multifractal analysis is performed on a three-dimensional grayscale image associated with a complex system. First, a procedure for generating 3D synthetic images (2D image stacks) of a complex structure exhibiting multifractal behaviour…

Statistical Mechanics · Physics 2013-10-11 Lorenzo Milazzo

Although geographic features, such as mountains and coastlines, are fractal, some studies have claimed that the fractal property is not universal. This claim, which is false, is mainly attributed to the strict definition of fractal…

Adaptation and Self-Organizing Systems · Physics 2014-07-08 Bin Jiang , Junjun Yin

Hyperbolic cross approximation is a special type of multivariate approximation. Recently, driven by applications in engineering, biology, medicine and other areas of science new challenging problems have appeared. The common feature of…

Numerical Analysis · Mathematics 2017-04-24 Dinh Dũng , Vladimir N. Temlyakov , Tino Ullrich