Related papers: Better than DFA? A Bayesian Method for Estimating …
It is well-known that fractal signals appear in many fields of science. LAN and WWW traces, wireless traffic, VBR resources, etc. are among the ones with this behavior in computer networks traffic flows. An important question in these…
We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1AGeV & 60AGeV, 12CAgBr &24Mg-AgBr interactions at 4.5AGeV and 32S-AgBr interactions at 200AGeV using Multifractal Detrended Fluctuation Analysis…
Interactions among large number of entities is naturally high-dimensional and incomplete (HDI) in many big data related tasks. Behavioral characteristics of users are hidden in these interactions, hence, effective representation of the HDI…
We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…
Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…
High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a noise, the scaling exponent may be the only informative…
In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent $\tau(q)$ is related…
With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…
We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…
We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…
We describe a family of descent algorithms which generalizes common existing schemes used in applications such as neural network training and more broadly for optimization of smooth functions--potentially for global optimization, or as a…
A quantitative evaluation of the influence of sampling on the numerical fractal analysis of experimental profiles is of critical importance. Although this aspect has been widely recognized, a systematic analysis of the sampling influence is…
We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted…
The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments…
The fluctuations in the quantum spectrum could be treated like a time series. In this framework, we explore the statistical self-similarity in the quantum spectrum using the detrended fluctuation analysis (DFA) and random matrix theory…
This work aimed, to determine the characteristics of activity series from fractal geometry concepts application, in addition to evaluate the possibility of identifying individuals with fibromyalgia. Activity level data were collected from…
We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, $H$, or the fractional integration parameter, $d$, in long memory time series. We compare and contrast their performance on…
We analyze the correlation properties of the Erdos-Renyi random graph (RG) and the Barabasi-Albert scale-free network (SF) under the attack and repair strategy with detrended fluctuation analysis (DFA). The maximum degree k_max,…
It is empirically established that order flow in the financial markets is positively auto-correlated and can serve as an example of a social system with long-range memory. Nevertheless, widely used long-range memory estimators give varying…
We compare two different approaches to investigations of many-electron systems. The first is the Hartree-Fock (HF) method and the second is the Density Functional Theory (DFT). Overview of the main features and peculiar properties of the HF…