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We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

Roughly speaking, functional analysis is the study of vector spaces of arbitrary dimension over the field of real or complex numbers, and the continuous linear mappings between such spaces. Naturally, the notion of continuity requires a…

泛函分析 · 数学 2025-10-09 Christoph Bock

Fractal time series has been shown to be self-affine and are characterized by a roughness exponent H. The exponent H is a measure of the persistence of the fluctuations associated with the time series. We use a recently introduced method…

统计力学 · 物理学 2007-05-23 J. R. Sanchez , C. M. Arizmendi

We present a theoretical framework for understanding the wavefunctions and spectrum of an extensively studied paradigm for quasiperiodic systems, namely the Fibonacci chain. Our analytical results, which are obtained in the limit of strong…

介观与纳米尺度物理 · 物理学 2016-08-04 Nicolas Macé , Anuradha Jagannathan , Frédéric Piéchon

We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…

数据分析、统计与概率 · 物理学 2011-09-27 Dariusz Grech , Grzegorz Pamula

Method for detection and visualization of trends, periodicities, local peculiarities in measurement series (dL-method) based on DFA technology (Detrended fluctuation analysis) is proposed. The essence of the method lies in reflecting the…

应用统计 · 统计学 2009-03-20 D. V. Lande , A. A. Snarskii

Inspired by edge detection based on the decay behavior of wavelet coefficients, we introduce a (near) linear-time algorithm for detecting the local regularity in non-uniformly sampled multivariate signals. Our approach quantifies regularity…

数值分析 · 数学 2025-07-21 Sara Avesani , Gianluca Giacchi , Michael Multerer

The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…

数据分析、统计与概率 · 物理学 2015-12-09 Jaroslaw Kwapien , Pawel Oswiecimka , Stanislaw Drozdz

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…

数据分析、统计与概率 · 物理学 2015-06-16 Dariusz Grech , Grzegorz Pamuła

Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…

统计力学 · 物理学 2007-05-23 M. L. Kurnaz

A novel constructive mathematical model based on the multifractal formalism in order to accurately characterizing the localized fluctuations present in the course of traffic flows today high-speed computer networks is presented. The…

网络与互联网体系结构 · 计算机科学 2021-06-29 G. Millán , G. Lefranc , R. Osorio-Comparán

We study the asymptotic power means of the coefficients associated with the Schneider continued fraction map on $p\mathbb{Z}_p$. Using tools from thermodynamic formalism, we compute the Hausdorff dimension of the corresponding level sets…

动力系统 · 数学 2026-05-11 Matias Alvarado , Nicolás Arévalo-Hurtado

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…

应用物理 · 物理学 2024-10-14 Rafał Rak , Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka

We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…

动力系统 · 数学 2025-01-30 Andrew Mitchell , Alex Rutar

Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's…

数值分析 · 数学 2024-12-16 Bosu Choi , Jihun Han , Yoonsang Lee

We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which…

信号处理 · 电气工程与系统科学 2022-09-30 Stéphane Jaffard , Guillaume Saës , Wejdene Ben Nasr , Florent Palacin , Véronique Billat

B. Mandelbrot gave a new birth to the notions of scale invariance, selfsimilarity and non-integer dimensions, gathering them as the founding corner-stones used to build up fractal geometry. The first purpose of the present contribution is…

泛函分析 · 数学 2015-05-27 Patrice Abry , Stéphane Jaffard , Herwig Wendt

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…

数据分析、统计与概率 · 物理学 2015-05-27 Sébastien Combrexelle , Herwig Wendt , Nicolas Dobigeon , Jean-Yves Tourneret , Steve McLaughlin , Patrice Abry

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

统计金融 · 定量金融 2018-10-30 Ladislav Kristoufek

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

数值分析 · 数学 2021-12-23 Jihun Han , Yoonsang Lee