Related papers: Techniques for multifractal spectrum estimation in…
Marathons are one of the ultimate challenges of human endeavor. In this paper, we apply recently introduced multifractal techniques which yield a new classification parameter in the processing of physiological data captured on marathon…
Multifractal analysis has been used to diagnoze cracked and healthy rotors. Is has been shown that the complexity and regularity criteria of the dynamical systems defined by the multiple scaling of the time series can indicate the damages…
A thin layer of liquid in a horizontal cell is subjected to a periodic vertical force with two control parameters: acceleration and frequency. The influence of the rheological behavior of the fluid was considered over the empirically…
We show an analysis of multi-dimensional time series via entropy and statistical linguistic techniques. We define three markers encoding the behavior of the series, after it has been translated into a multi-dimensional symbolic sequence.…
Multivariate entropy quantification algorithms are becoming a prominent tool for the extraction of information from multi-channel physiological time-series. However, in the analysis of physiological signals from heterogeneous organ systems,…
Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…
We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…
Frequency Estimation of a complex exponential is a problem relevant to a large number of fields. In this paper a computationally efficient and accurate frequency estimator is presented using the guaranteed stable Sliding DFT which gives…
Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…
We show that the existing methods for computing the f(\alpha) spectrum from a time series can be improved by using a new algorithmic scheme. The scheme relies on the basic idea that the smooth convex profile of a typical f(\alpha) spectrum…
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…
This work presents a guide for the use of some of the functions of the R package "multiColl" for the detection of near multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software, is…
Multivariate time series with long-dependence are observed in many applications such as finance , geophysics or neuroscience. Many packages provide estimation tools for univariate settings but few are addressing the problem of…
Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…
X-ray spectroscopy is a powerful technique for the analysis of the energy distribution of X-rays from astrophysical sources. It allows for the study of the properties, composition, and physical processes taking place at the site of…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing…
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…
Disagreement is an essential element of science and life in general. The language of probabilities and statistics is often used to describe disagreements quantitatively. In practice, however, we want much more than that. We want…
The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in…