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相关论文: Multifractals via recurrence times ?

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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…

混沌动力学 · 物理学 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

A new type of elasticity of random (multifractal) structures is suggested. A closed system of constitutive equations is obtained on the basis of two proposed phenomenological laws of reversible deformations of multifractal structures. The…

材料科学 · 物理学 2007-05-23 Alexander S. Balankin

Identifying the relativistic multipole moments of a spacetime of an astrophysical object that has been constructed numerically is of major interest, both because the multipole moments are intimately related to the internal structure of the…

广义相对论与量子宇宙学 · 物理学 2012-06-12 George Pappas , Theocharis A. Apostolatos

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…

统计金融 · 定量金融 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

This paper is devoted to a study of the multiple recurrence of two commuting transformations. We derive a result which is similar but not identical to that of one single transformation established by Bergelson, Host and Kra. We will use the…

动力系统 · 数学 2009-12-18 Qing Chu

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…

统计金融 · 定量金融 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

The aim of our paper is to formulate and solve problems concerning multitime multiple recurrence equations. We discuss in detail the generic properties and the existence and uniqueness of solutions. Among the general things, we discuss in…

动力系统 · 数学 2015-06-09 Cristian Ghiu , Raluca Tuliga , Constantin Udriste

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…

数据分析、统计与概率 · 物理学 2008-04-07 Jan W. Kantelhardt

The possibility of physics in multiple time dimensions is investigated. Drawing on recent work by Walter Craig and myself, I show that, contrary to conventional wisdom, there is a well-posed initial value problem--deterministic, stable…

综合物理 · 物理学 2008-12-22 Steven Weinstein

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…

经典分析与常微分方程 · 数学 2016-08-03 Roberto Leonarduzzi , Herwig Wendt , Patrice Abry , Stéphane Jaffard , Clothilde Melot , Stéphane G. Roux , Maria E. Torres

Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…

数学物理 · 物理学 2008-10-07 Michel L. Lapidus , John A. Rock

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…

数据分析、统计与概率 · 物理学 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

Continuous and discrete time systems possessing strange non-chaotic attractors are under investigation. It is demonstrated that unpredictable trajectories exist in the dynamics. A recent numerical technique, the sequential test, is utilized…

混沌动力学 · 物理学 2021-11-01 Marat Akhmet , Mehmet Onur Fen , Astrit Tola

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

混沌动力学 · 物理学 2024-09-09 Norbert Marwan , K. Hauke Kraemer

A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approach is offered that effectively propagates the statistics in time. Loss of sensitivity to an…

流体动力学 · 物理学 2010-05-18 Edsel A. Ammons

It has been recently proven that natural images exhibit scaling properties analogue to those of turbulent flows. These properties allow regarding each image as a multifractal object, for which its most singular manifold conveys the most of…

统计力学 · 物理学 2007-05-23 Antonio Turiel , Angela del Pozo

A multifractal-like representation for multi-time multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of…

chao-dyn · 物理学 2009-10-31 L. Biferale , G. Boffetta , A. Celani , F. Toschi

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…

统计金融 · 定量金融 2016-10-25 Petr Jizba , Jan Korbel

While extracting the temporal dynamical features based on the time-frequency analyses, like the reassignment and synchrosqueezing transform, attracts more and more interest in bio-medical data analysis, we should be careful about artifacts…

应用统计 · 统计学 2015-12-16 Yu-Ting Lin , Patrick Flandrin , Hau-tieng Wu

Recurrence analysis is a well settled method allowing to discern chaos from order, and determinism from noise. We apply this tool to study time series representing geodesic and inspiraling motion of a test particle in a deformed Kerr…

广义相对论与量子宇宙学 · 物理学 2017-10-24 Georgios Lukes-Gerakopoulos , Ondřej Kopáček
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