Related papers: Joint multifractal analysis based on wavelet leade…
This paper presents a new approach to combine cross-correlation functions. The combination is based on a maximum-likelihood approach and uses a non-linear combination scheme. It can be effective for radial-velocity analysis of multi-order…
One challenge with the analysis of complex systems and the interaction between such systems is that they are composed of different numbers of components, or simply the fact that a different number of observables is available for each…
Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…
We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…
We introduce the multivariate Log S-fBM model (mLog S-fBM), extending the univariate framework proposed by Wu \textit{et al.} to the multidimensional setting. We define the multidimensional Stationary fractional Brownian motion (mS-fBM),…
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…
Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter $H$ is depending on the…
The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…
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…
Principled Bayesian deep learning (BDL) does not live up to its potential when we only focus on marginal predictive distributions (marginal predictives). Recent works have highlighted the importance of joint predictives for (Bayesian)…
The joint alignment of multivariate functional data plays an important role in various fields such as signal processing, neuroscience and medicine, including the statistical analysis of data from wearable devices. Traditional methods often…
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…
In continuous-time wavelet analysis, most wavelet present some kind of symmetry. Based on the Fourier and Hartley transform kernels, a new wavelet multiresolution analysis is proposed. This approach is based on a pair of orthogonal wavelet…
Multiplex networks are a representation of real-world complex systems as a set of entities (i.e. nodes) connected via different types of connections (i.e. layers). The observed connections in these networks may not be complete and the link…
Mendelian Randomization is a widely used instrumental variable method for assessing causal effects of lifelong exposures on health outcomes. Many exposures, however, have causal effects that vary across the life course and often influence…
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…
Previous studies showed that hydro-climate processes are stochastic and complex systems, and it is difficult to discover the hidden patterns in the all non-stationary data and thoroughly understand the hydro-climate relationships. For the…
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…
A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…