相关论文: p-exponent and p-leaders, Part II: Multifractal An…
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…
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…
Towards the end of the last century, B. Mandelbrot saw the importance, revealed the beauty, and robustly promoted (multi-)fractals. Multiplicative cascades are closely related and provide simple models for the study of turbulence and chaos.…
The shapelets method for image analysis is based upon the decomposition of localised objects into a series of orthogonal components with convenient mathematical properties. We extend the "Cartesian shapelet" formalism from earlier work, and…
This chapter demystifies P-values, hypothesis tests and significance tests, and introduces the concepts of local evidence and global error rates. The local evidence is embodied in \textit{this} data and concerns the hypotheses of interest…
Shape-constrained functional data encompass a wide array of application fields, such as activity profiling, growth curves, healthcare and mortality. Most existing methods for general functional data analysis often ignore that such data are…
With the discovery of new superconductors there was a running to find the justifications for the new properties found in these materials. In order to describe these new effects some theories were adapted and some others have been tried. In…
Happ and Greven (2018) developed a methodology for principal components analysis of multivariate functional data observed on different dimensional domains. Their approach relies on an estimation of univariate functional principal components…
Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, $H$. Specifically, DFA quantifies the…
We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…
We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…
Hyperuniform particle arrangements are characterized by a local number variance that grows more slowly than the volume of the observation window. We generalize this concept to describe particle systems in which particles carry weights:…
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…
We present a study of morphological irregularity. Following recent work, we define an information-theoretic measure of irregularity based on the predictability of forms in a language. Using a neural transduction model, we estimate this…
We propose localized functional principal component analysis (LFPCA), looking for orthogonal basis functions with localized support regions that explain most of the variability of a random process. The LFPCA is formulated as a convex…
The multifractal formalism characterizes the scaling properties of a physical density rho as a function of the distance L. To each singularity alpha of the field is attributed a fractal dimension for its support f(alpha). An alternative…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
In this work we develop a nonlinear decomposition, associated with nonlinear eigenfunctions of the p-Laplacian for p \in (1, 2). With this decomposition we can process signals of different degrees of smoothness. We first analyze solutions…
Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…