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Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…

Methodology · Statistics 2022-09-07 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

Wavelet based algorithms in numerical analysis are similar to other transform methods in that vectors and operators are expanded into a basis and the computations take place in this new system of coordinates. However, due to the recursive…

comp-gas · Physics 2008-02-03 G. Beylkin

On a laboratory-scale testing platform of impinging entrained-flow gasifier with four opposed burners, the flame images for diesel combustion and gasification process were measured with a single charge coupled device (CCD) camera. The…

This article illustrates the application of multiple scales analysis to two archetypal quasilinear systems; i.e. to systems involving fast dynamical modes, called fluctuations, that are not directly influenced by fluctuation--fluctuation…

Fluid Dynamics · Physics 2019-03-14 G. Michel , G. P. Chini

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

A diagnostics method based on a continuous wavelet transform is proposed. This method makes it possible to diagnose the presence of synchronization of the oscillations of a self-excited oscillator locked by an external force with a linearly…

Chaotic Dynamics · Physics 2007-06-13 Alexey Koronovskii , Vladimir Ponomarenko , Mikhail Prokhorov , Alexander Hramov

In this paper, we have carried out the detail studies of pre-cancer by wavelet coherency and multifractal based detrended fluctuation analysis (MFDFA) on differential interference contrast (DIC) images of stromal region among different…

Computer Vision and Pattern Recognition · Computer Science 2015-03-24 Sabyasachi Mukhopadhyay , Nandan K. Das , Soham Mandal , Sawon Pratiher , Asish Mitra , Asima Pradhan , Nirmalya Ghosh , Prasanta K. Panigrahi

Some techniques for the study of intermittency by means of wavelet transforms, are presented on an example of synthetic turbulent signal. Several features of the turbulent field, that cannot be probed looking at standard structure function…

chao-dyn · Physics 2007-05-23 Piero Olla , Paolo Paradisi

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…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…

Statistical Finance · Quantitative Finance 2025-10-16 Stanisław Drożdż , Robert Kluszczyński , Jarosław Kwapień , Marcin Wątorek

We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…

Data Analysis, Statistics and Probability · Physics 2011-09-27 Dariusz Grech , Grzegorz Pamula

We develop the mathematical properties of a multifractal analysis of data based on the weak scaling exponent. The advantage of this analysis is that it does not require any a priori global regularity assumption on the analyzed signal, in…

Signal Processing · Electrical Eng. & Systems 2025-03-24 Patrice Abry , Phipippe Ciuciu , Merlin Dumeur , Stéphane Jaffard , Guillaume Saës

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

The goal of multifractal analysis is to characterize the variations in local regularity of functions or signals by computing the Hausdorff dimension of the sets of points that share the same regularity. While classical approaches rely on…

Classical Analysis and ODEs · Mathematics 2025-10-02 Esser Céline , Lambert Thelma , Vedel Béatrice

We use the discrete "wavelet transform microscope" to show that the surface air temperature signals of weather stations selected in Europe are monofractal. This study reveals that the information obtained in this way are richer than…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Adrien Deliège , Samuel Nicolay

Non-cooperative communications using non-orthogonal multicarrier signals are challenging since self-created inter carrier interference (ICI) exists, which would prevent successful signal classification. Deep learning (DL) can deal with the…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Tongyang Xu , Izzat Darwazeh

We consider the multiple scattering of a scalar wave in a disordered medium with a weak nonlinearity of Kerr type. The perturbation theory, developed to calculate the temporal autocorrelation function of scattered wave, fails at short…

Disordered Systems and Neural Networks · Physics 2016-08-31 S. E. Skipetrov

Complex systems are composed of mutually interacting components and the output values of these components are usually long-range cross-correlated. We propose a method to characterize the joint multifractal nature of such long-range cross…

Statistical Finance · Quantitative Finance 2018-02-27 Zhi-Qiang Jiang , Xing-Lu Gao , Wei-Xing Zhou , H. Eugene Stanley

In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This…

Atmospheric and Oceanic Physics · Physics 2023-07-19 Luciano Zunino , Damián Gulich , Gustavo Funes , Aziz Ziad

We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…

Statistical Mechanics · Physics 2009-11-10 Olaf Stenull