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Related papers: Beyond Intermittency: Erraticity

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It is demonstrated that in low multiplicity sample, the increase of the fluctuation of event-factorial-moments with the diminishing of phase space scale, called ``erraticity'', are dominated by the statistical fluctuations. The erraticity…

High Energy Physics - Phenomenology · Physics 2007-05-23 Fu Jinghua , Wu Yuanfang , Liu Lianshou

The origin of the erraticity behaviour observed recently in the experiment is studied in some detail. The negative-binomial distribution is used to fit the experimental multiplicity distribution. It is shown that, with the multiplicity…

High Energy Physics - Phenomenology · Physics 2007-05-23 Liu Zhixu , Fu Jinghua , Liu Lianshou

The intermittency analysis of single event data (particle moments) in multiparticle production is improved, taking into account corrections due to the reconstruction of history of a particle cascade. This approach is tested within the…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. A. Janik , B. Ziaja

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

The use of rapidity gaps is proposed as a measure of the spatial pattern of an event. When the event multiplicity is low, the gaps between neighboring particles carry far more information about an event than multiplicity spikes, which may…

High Energy Physics - Phenomenology · Physics 2009-10-31 Rudolph C. Hwa , Qing-hui Zhang

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

Multifractal formalisms provide an apt framework to study random cascades in which multifractal spectrum width $\Delta\alpha$ fluctuates depending on the number of estimable power-law relationships. Then again, multifractality without…

Adaptation and Self-Organizing Systems · Physics 2023-12-12 Madhur Mangalam , Aaron D Likens , Damian G Kelty-Stephen

Multiparticle production processes provide valuable information about the mechanism of the conversion of the initial energy of projectiles into a number of secondaries by measuring their multiplicity distributions and their distributions in…

High Energy Physics - Phenomenology · Physics 2018-04-12 Grzegorz Wilk , Zbigniew Włodarczyk

Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…

Statistical Mechanics · Physics 2026-03-31 Tuan Pham , Deepak Gupta

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

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut

Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…

Popular Physics · Physics 2015-06-26 J. R. Mureika , C. C. Dyer , G. C. Cupchik

Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…

Data Analysis, Statistics and Probability · Physics 2022-07-20 Felipe Olivares , Massimiliano Zanin

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

Bicoherence analysis is a well established method for identifying the quadratic nonlinearity of stationary processes. However, it is often applied without checking the basic assumptions of stationarity and convergence. The classic…

Signal Processing · Electrical Eng. & Systems 2018-11-08 Peter Zsolt Poloskei , Gergely Papp , Gabor Por , Laszlo Horvath , Gergo I. Pokol

Datagaps are ubiquitous in real world observational data. Quantifying nonlinearity in data having gaps can be challenging. Reported research points out that interpolation can affect nonlinear quantifiers adversely, artificially introducing…

Chaotic Dynamics · Physics 2018-09-05 Sandip V. George , G. Ambika
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