Related papers: Multifractal methodology
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…
Our purpose is to offer a logical analysis of the system of units and to explore possible paths towards a consistent and unified system with an original perspective. The path taken here builds on the fact that, thanks to optical or…
We propose to study the multifractal behavior of weighted ergodic averages. Our study in this paper is concentrated on the symbolic dynamics. We introduce a thermodynamical formalism which leads to a multifractal spectrum. It is proved that…
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…
We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate…
Multi-point tracking is a challenging task that involves detecting points in the scene and tracking them across a sequence of frames. Computing detection-based measures like the F-measure on a frame-by-frame basis is not sufficient to…
We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…
In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of…
Many examples of signals and images cannot be modeled by locally bounded functions, so that the standard multifractal analysis, based on the H\"older exponent, is not feasible. We present a multifractal analysis based on another quantity,…
Central place systems have been demonstrated to possess self-similar patterns in both the theoretical and empirical perspectives. A central place fractal can be treated as a monofractal with a single scaling process. However, in the real…
Multivariate functional principal component analysis (MFPCA) is a powerful dimension reduction technique for analyzing multiple functional variables simultaneously. However, existing MFPCA methods assume that all functional observations are…
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can…
Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…
Multifractal analysis is a powerful approach for characterizing ergodic or localized nature of eigenstates in complex quantum systems. In this context, the eigenvectors of random matrices belonging to invariant ensembles naturally serve as…
On a laboratory-scale testing platform of impinging entrained-flow gasifier with four opposed burners, the flame images for diesel combustion and gasification process were measured with a single charge coupled device (CCD) camera. The…
Humans can synchronize with musical events whilst coordinating their movements with others. Interpersonal entrainment phenomena, such as dance, involve multiple body parts and movement directions. Along with being multidimensional, dance…
We extend the scope of risk measures for which backtesting models are available by proposing a multinomial backtesting method for general distortion risk measures. The method relies on a stratification and randomization of risk levels. We…
We consider the multifractal analysis of the pointwise dimension for Gibbs measures on countable Markov shifts. Our paper analyses the set of non-analytic points or phase transitions of the multifractal spectrum. By Sarig's thermodynamic…
We survey recent developments in fractal analysis of regular and slow-fast dynamical systems using Minkowski dimension. Our focus is on spiral trajectories near monodromic limit periodic sets in regular systems and entry-exit sequences in…
This paper serves as a complementary material to a poster presented at the XXXVI Dynamics Days Europe in Corfu, Greece, on June 6th-10th in 2016. In this study, fractal dimension ($D$) of two types of self-affine signals were estimated with…