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In many engineering applications the level of nonlinear distortions in frequency response function (FRF) measurements is quantified using specially designed periodic excitation signals called random phase multisines and periodic noise. The…

Systems and Control · Electrical Eng. & Systems 2020-04-16 Rik Pintelon , Maarten Schoukens , John Lataire

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

Functional magnetic resonance imaging or functional MRI (fMRI) is a very popular tool used for differing brain regions by measuring brain activity. It is affected by physiological noise, such as head and brain movement in the scanner from…

Methodology · Statistics 2023-10-30 Fangyijie Wang , Michael Salter-Townshend

Multimodal Attributed Graphs (MMAGs) are an expressive data model for representing the complex interconnections among entities that associate attributes from multiple data modalities (text, images, etc.). Clustering over such data finds…

Machine Learning · Computer Science 2025-11-26 Haoran Zheng , Renchi Yang , Hongtao Wang , Jianliang Xu

Complex networks have recently attracted much attention in diverse areas of science and technology. Many networks such as the WWW and biological networks are known to display spatial heterogeneity which can be characterized by their fractal…

Biological Physics · Physics 2015-05-30 Dan-Ling Wang , Zu-Guo Yu , Vo Anh

We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…

Chaotic Dynamics · Physics 2015-02-23 Michael Wilkinson , Robin Guichardaz , Marc Pradas , Alain Pumir

It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…

Neurons and Cognition · Quantitative Biology 2007-05-23 Yonghong Chen , Steven L. Bressler , Mingzhou Ding

In this manuscript we present a comprehensive study on the multifractal properties of high-frequency price fluctuations and instantaneous volatility of the equities that compose Dow Jones Industrial Average. The analysis consists about…

Statistical Finance · Quantitative Finance 2008-12-02 Jeferson de Souza , Silvio M. Duarte Queiros

This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

Optimization and Control · Mathematics 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

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

Using a graph-based approach, we propose a multiscale permutation entropy to explore the complexity of multivariate time series over multiple time scales. This multivariate multiscale permutation entropy (MPEG) incorporates the interaction…

Data Analysis, Statistics and Probability · Physics 2022-10-18 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

Fractal grids generate turbulence by exciting many length scales of different sizes simultaneously rather than using the nonlinear cascade mechanism to obtain multi-scale structures, as it is the case for regular grids. The interest in…

Fluid Dynamics · Physics 2022-10-13 André Fuchs , Wided Medjroubi , Hannes Hochstein , Gerd Gülker , Joachim Peinke

Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…

Statistical Mechanics · Physics 2009-04-14 W. -X. Zhou , D. Sornette

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…

Cellular Automata and Lattice Gases · Physics 2012-04-03 J. S. Murguia , H. C. Rosu

Although there is increasing evidence of criticality in the brain, the processes that guide neuronal networks to reach or maintain criticality remain unclear. The present research examines the role of neuronal gain plasticity in time-series…

Neurons and Cognition · Quantitative Biology 2018-02-21 Ariadne de Andrade Costa , Mary Jean Amon , Olaf Sporns , Luis Favela

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

Multisine excitations are widely used for identifying multi-input multi-output systems due to their periodicity, data compression properties, and control over the input spectrum. Despite their popularity, the finite sample statistical…

This paper considers nonlinear dynamics of polarization oscillations when some materials when they are subjected to the action of an electromagnetic wave modeled by multifrequency forced Duffing equation. Multiresonance and chaotic behavior…

Chaotic Dynamics · Physics 2017-05-10 C. Ainamon , C. H. Miwadinou , A. V. Monwanou , J. B. Chabi Orou

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain…

Statistics Theory · Mathematics 2013-08-21 P. Ciuciu , G. Varoquaux , P. Abry , S. Sadaghiani , A. Kleinschmidt
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