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Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…

Statistics Theory · Mathematics 2015-11-02 Sophie Achard , Irène Gannaz

We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the…

Data Analysis, Statistics and Probability · Physics 2011-02-16 M. Sadegh Movahed , G. R. Jafari , F. Ghasemi , Sohrab Rahvar , M. Reza Rahimi Tabar

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

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

A study of correlations in tractable multiparticle cascade models in terms of wavelets reveals many promising features. The selfsimilar construction of the wavelet basis functions and their multiscale localization properties provide a new…

High Energy Physics - Phenomenology · Physics 2016-09-01 Martin Greiner , Jens Giesemann , Peter Lipa , Peter Carruthers

Recent studies provide evidence for the multi-scale nature of magnetic turbulence in the plasma sheet. Wavelet methods represent modern time series analysis techniques suitable for the description of statistical characteristics of…

Space Physics · Physics 2016-09-08 W. Baumjohann , R. Nakamura , A. Runov , M. Volwerk , T. L. Zhang , A. Balogh

Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…

Medical Physics · Physics 2009-11-10 J. C. Echeverria , M. S. Woolfson , J. A. Crowe , B. R. Hayes-Gill , G. D. H. Croaker , H. Vyas

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

The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…

Biomolecules · Quantitative Biology 2015-02-06 Enrico Maiorino , Lorenzo Livi , Alessandro Giuliani , Alireza Sadeghian , Antonello Rizzi

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…

Machine Learning · Computer Science 2026-03-05 Hantong Feng , Yonggang Wu , Duxin Chen , Wenwu Yu

Each time-series has its own linear trend, the directionality of a timeseries, and removing the linear trend is crucial to get the more intuitive matching results. Supporting the linear detrending in subsequence matching is a challenging…

Databases · Computer Science 2015-05-19 Myeong-Seon Gil , Yang-Sae Moon , Bum-Soo Kim

Using wavelet analysis approach, we can derive a measure of the disorder content of solar activity, following the temporal evolution of the so-called wavelet entropy. The interesting feature of this parameter is its ability to extract a…

Astrophysics · Physics 2015-06-24 Stefano Sello

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series…

Computer Vision and Pattern Recognition · Computer Science 2022-06-10 Antoine Guillaume , Christel Vrain , Elloumi Wael

The problem of denoising a one-dimensional signal possessing varying degrees of smoothness is ubiquitous in time-domain astronomy and astronomical spectroscopy. For example, in the time domain, an astronomical object may exhibit a smoothly…

Instrumentation and Methods for Astrophysics · Physics 2022-02-01 Collin A. Politsch , Jessi Cisewski-Kehe , Rupert A. C. Croft , Larry Wasserman

Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Sébastien Combrexelle , Herwig Wendt , Nicolas Dobigeon , Jean-Yves Tourneret , Steve McLaughlin , Patrice Abry

Diffusion wavelets extract information from graph signals at different scales of resolution by utilizing graph diffusion operators raised to various powers, known as diffusion scales. Traditionally, these scales are chosen to be dyadic…

Machine Learning · Computer Science 2025-09-17 David R. Johnson , Smita Krishnaswamy , Michael Perlmutter

Leveraging the symmetries inherent to specific data domains for the construction of equivariant neural networks has lead to remarkable improvements in terms of data efficiency and generalization. However, most existing research focuses on…

Machine Learning · Computer Science 2024-01-23 David W. Romero , Erik J. Bekkers , Jakub M. Tomczak , Mark Hoogendoorn