Related papers: Multifractal cross wavelet analysis
The fundamental aim of this paper is to provide the approximation and numerical integration of a discrete set of data points with Bernstein fractal approach. Using Bernstein polynomials in the iterated function system, the paper initially…
In this contribution, we extend the methodology proposed in Abry and Didier (2017) to obtain the first joint estimator of the real parts of the Hurst eigenvalues of $n$-variate OFBM. The procedure consists of a wavelet regression on the…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
We introduce a Multifractal Random Walk (MRW) defined as a stochastic integral of an infinitely divisible noise with respect to a dependent fractional Brownian motion. Using the techniques of the Malliavin calculus, we study the existence…
Anomalous diffusion processes pose a unique challenge in classification and characterization. Previously (Mangalam et al., 2023, Physical Review Research 5, 023144), we established a framework for understanding anomalous diffusion using…
In many modern industrial scenarios, the measurements of the quality characteristics of interest are often required to be represented as functional data or profiles. This motivates the growing interest in extending traditional univariate…
The graph fractional Fourier transform (GFRFT) applies a single global fractional order to all graph frequencies, which restricts its adaptability to diverse signal characteristics across the spectral domain. To address this limitation, in…
Global and local regularities of functions are analyzed in anisotropic function spaces, under a common framework, that of hyperbolic wavelet bases. Local and directional regularity features are characterized by means of global quantities…
Shortwave track diseases are generally reflected in the form of local track irregularity. Such diseases will greatly impact the train-track-bridge interaction (TTBI) dynamic system, seriously affecting train safety. Therefore, a method is…
Velocity measurements made from multiple-epoch astronomical images of evolving objects with optically thin continuum emission (e.g. as relativistic jets or expanding supernova shells) may be confused as a result of the overlap of…
The inversion formula for conservative multifractal measures was unveiled mathematically a decade ago, which is however not well tested in real complex systems. In this Letter, we propose to verify the inversion formula using high-frequency…
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average…
A novel approach to zipper fractal interpolation theory for functions of several variables is proposed. We develop multivariate zipper fractal functions in a constructive manner. We then perturb a multivariate function to construct its…
This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with…
The work addresses the definition of a wavelet that is adapted to analyse a flexural impulse response. The wavelet gives the opportunity to directly analyse the dispersion characteristics of a pulse. The aim is to localize a source or to…
The lifting scheme of discrete wavelet transform (DWT) is now quite well established as an efficient technique for image compression, and has been incorporated into the JPEG2000 standards. However, the potential of the lifting scheme has…
The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present a simple, analytically tractable model which fills the gap…
We propose a Bayesian modeling framework for jointly analyzing multiple functional responses of different types (e.g. binary and continuous data). Our approach is based on a multivariate latent Gaussian process and models the dependence…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
Multimodal image fusion effectively aggregates information from diverse modalities, with fused images playing a crucial role in vision systems. However, existing methods often neglect frequency-domain feature exploration and interactive…