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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…
This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…
Atrial fibrillation is a clinical arrhythmia with multifactorial mechanisms still unresolved. Time-frequency analysis of epicardial electrograms has been investigated to study atrial fibrillation. However, deeper understanding of atrial…
We investigate dynamical scaling properties of the 1D tight-binding Anderson model with a weak diagonal disorder, by means of the spreading of a wave packet. In the absence of disorder, and more generally in the ballistic regime, the…
We study the Anderson transition in lattices with the connectivity of a random-regular graph. Our results indicate that fractal dimensions are continuous across the transition, but a discontinuity occurs in their derivatives, implying the…
Urban form has been empirically demonstrated to be of scaling invariance and can be described with fractal geometry. However, the rational range of fractal dimension value and the relationships between various fractal indicators of cities…
Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…
The refractive index fluctuations in the connective tissue layer (stroma) of human cervical tissues having different grades of precancers (dysplasia) was quantified using a wavelet-based multifractal detrended fluctuation analysis model.…
Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…
We study the geometrical features of the order parameter's fluctuations near the critical point of mixed-order phase transitions in randomly interdependent spatial networks. In contrast to continuous transitions, where the structure of the…
Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by certain physiological control systems may be members of a…
We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…
The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…
An analysis of the RR-interval time series, $t_i$, is presented for the case in which the average time, $\bar{t}$, changes slowly. In particular, $\bar{t}$ and a short-time scale variability parameter, $V$, are simultaneously measured while…
Flow fluctuations have recently emerged as a promising hemodynamic metric for understanding the rupture risk of intracranial aneurysms. Several investigations have reported in the literature corresponding flow instabilities using…
We consider the use of a running measure of power spectrum disorder to distinguish between the normal sinus rhythm of the heart and two forms of cardiac arrhythmia: atrial fibrillation and atrial flutter. This spectral entropy measure is…
We propose an analysis of heart rate marathon runners implemented by computing a multifractal spectrum based on p-exponents. We draw physiological conclusions about their performance. Finally, we link this analysis with the disturbances of…
Eye movements during fixation of a stationary target prevent the adaptation of the photoreceptors to continuous illumination and inhibit fading of the image. These random, involuntary, small, movements are restricted at long time scales so…
Fractal structures appear in a vast range of physical systems. A literature survey including all experimental papers on fractals which appeared in the six Physical Review journals (A-E and Letters) during the 1990's shows that experimental…
We develop a scaling theory to describe dynamic fluctuations of a semiflexible polymer and find several distinct regimes. We performed simulations to characterize the longitudinal and transverse dynamics; using ensemble averaging for a…