Related papers: Multifractal cross wavelet analysis
We propose the development of an instrument by the Martin & Puplett-type Fourier Transform Spectrometer to applying the aperture synthesis technique in millimeter and submillimeter waves. We call this equipment the Multi-Fourier Transform…
Image data are increasingly encountered and are of growing importance in many areas of science. Much of these data are quantitative image data, which are characterized by intensities that represent some measurement of interest in the…
In Refs. [1,2] we have shown how a combination of modern linear-scaling DFT, together with a subsequent use of large, effective tight-binding Hamiltonians, allows to compute multifractal wave functions yielding the critical properties of…
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…
A recent method based on the concurrence of complex networks and multifractal analyses is applied for the first time to explore ground-level ozone behavior. Ozone time series are converted into complex networks for their posterior analysis.…
A new type of elasticity of random (multifractal) structures is suggested. A closed system of constitutive equations is obtained on the basis of two proposed phenomenological laws of reversible deformations of multifractal structures. The…
Data represented as covariance-type matrices arise in many fields, including brain functional connectivity and diffusion tensor imaging. We develop the MFM-Wishart, a Bayesian model-based clustering approach for such data that combines…
Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…
We use singular value decomposition techniques to generalize the wavelet transform modulus maxima method to the multifractal analysis of vector-valued random fields. The method is calibrated on synthetic multifractal 2D vector measures and…
This article reviews recent developments in multiresolution analysis which make it a powerful tool for the systematic treatment of the multiple length-scales inherent in the electronic structure of matter. Although the article focuses on…
In this paper we briefly review the recently inrtroduced Multifractal Random Walk (MRW) that is able to reproduce most of recent empirical findings concerning financial time-series : no correlation between price variations, long-range…
Static correlation is a difficult problem for density-functional theory (DFT) as it arises in cases of degenerate or quasi-degenerate states where a multideterminantal wave function provides the simplest reasonable first approximation to…
Multivariate Distributions are needed to capture the correlation structure of complex systems. In previous works, we developed a Random Matrix Model for such correlated multivariate joint probability density functions that accounts for the…
We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view…
We consider the applications of a numerical-analytical approach based on multiscale variational wavelet technique to the systems with collective type behaviour described by some forms of Vlasov-Poisson/Maxwell equations. We calculate the…
The light scattering experiment establishes a relationship between refractive index fluctuations and fractal dimension in weakly scattering tissue-like media. Based on the box-counting approach, an analytical model is developed and shows…
This article describes an approximation technique based on fractional order Bernstein wavelets for the numerical simulations of fractional oscillation equations under variable order, and the fractional order Bernstein wavelets are derived…
We consider a mean-reverting stochastic volatility model which satisfies some relevant stylized facts of financial markets. We introduce an algorithm for the detection of peaks in the volatility profile, that we apply to the time series of…
We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…