Related papers: Direct determination approach for the multifractal…
The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time series. However, its application often involves significant…
Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…
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…
This paper provides a summary of the fractal calculus framework. It presents higher-order homogeneous and nonhomogeneous linear fractal differential equations with $\alpha$-order. Solutions for these equations with constant coefficients are…
In this study, we develop a new theory of estimating Hurst parame- ter using conic multivariate adaptive regression splines (CMARS) method. We concentrate on the strong solution of stochastic differentional equations (SDEs) driven by…
Fractional Brownian motion has become a standard tool to address long-range dependence in financial time series. However, a constant memory parameter is too restrictive to address different market conditions. Here we model the price…
Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…
Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…
Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, $H$. Specifically, DFA quantifies the…
We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha(t)$ in a changing environment.…
At present there are two vastly different ab initio approaches to the description of the the many-body dynamics: the Density Functional Theory (DFT) and the functional integral (path integral) approaches. On one hand, if implemented…
Multidimensional fitting (MDF) method is a multivariate data analysis method recently developed and based on the fitting of distances. Two matrices are available: one contains the coordinates of the points and the second contains the…
Deterministic Finite Automata (DFAs) are of central importance in automata theory. In view of how state diagrams for DFAs are defined using directed graphs, this leads us to introduce a generalization of DFAs related to a method widely used…
Myocardial motion tracking is important for assessing cardiac function and diagnosing cardiovascular diseases, for which cine cardiac magnetic resonance (CMR) has been established as the gold standard imaging modality. Many existing methods…
The LDA+DMFT approach merges conventional band structure theory in the local density approximation (LDA) with a state-of-the-art many-body technique, the dynamical mean-field theory (DMFT). This new computational scheme has recently become…
In this study, we challenge the traditional approach of frequency analysis on directed graphs, which typically relies on a single measure of signal variation such as total variation. We argue that the inherent directionality in directed…
We consider the set of monofractals within a multifractal related to the phase space being the support of a generalized thermostatistics. The statistical weight exponent $\tau(q)$ is shown to can be modeled by the hyperbolic tangent…