Related papers: Multifractal cross wavelet analysis
Flexible regression methods where interest centres on the way that the whole distribution of a response vector changes with covariates are very useful in some applications. A recently developed technique in this regard uses the…
Recently, continuum Microkinetic Rate Theory (cMRT) has been advanced as a method of studying rates of systems, where deviations between observation and cMRT theory have been found, and it hypothesized that these deviations are linked…
We introduce a duality for Affine Iterated Function Systems (AIFS) which is naturally motivated by group duality in the context of traditional harmonic analysis. Our affine systems yield fractals defined by iteration of contractive affine…
The fractal properties of the transverse Talbot images are analysed with two well-known scaling methods, the wavelet transform modulus maxima (WTMM) and the wavelet transform multifractal detrended fluctuation analysis (WT-MFDFA). We use…
We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…
We propose a wavelet-based approach to construct consistent estimators of the pointwise H\"older exponent of a multifractional Brownian motion, in the case where this underlying process is not directly observed. The relative merits of our…
In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…
Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…
We investigate the average bipartite entanglement, over all possible divisions of a multipartite system, as a useful measure of multipartite entanglement. We expose a connection between such measures and quantum-error-correcting codes by…
In a recent work Manimaran et al. [Manimaran et al., Phys. Rev. E 72, 046120 (2005)] propose to use multiresolution Daubechies (DB) wavelets to (detrend) remove the low frequency trends and subsequently to quantify the multifractal…
Detailed study of multifractal characteristics of the financial time series of asset values and of its returns is performed using a collection of the high frequency Deutsche Aktienindex data. The tail index ($\alpha$), the Renyi exponents…
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…
Stock price prediction is of significant importance in quantitative investment. Existing approaches encounter two primary issues: First, they often overlook the crucial role of capturing short-term stock fluctuations for predicting…
This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…
We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in nature and it makes use of wavelets from the Daubechies family…
Based on the closed operational laws in picture fuzzy numbers and strict triangular norms, we extend the Bonferroni mean (BM) operator under the picture fuzzy environment to propose the picture fuzzy interactional Bonferroni mean (PFIBM),…
New techniques in core-electron spectroscopy are necessary to resolve the structures of oxides of $f$-elements and other strongly correlated materials that are present only as powders and not as single crystals. Thus, accurate quantum…
We first apply the WT-MFDFA, MFDFA, and WTMM multifractal methods to binomial multifractal time series of three different binomial parameters and find that the WTMM method indicates an enhanced difference between the fractal components than…
In this paper we present a general approach to multivariate periodic wavelets generated by scaling functions of de la Vall\'ee Poussin type. These scaling functions and their corresponding wavelets are determined by their Fourier…
The present work proposes analytical solutions for the integral of bivariate Fox H-function in combination with algebraic, exponential, and complementary error functions. In addition, the work also presents the derivative identities with…