相关论文: Multifractals via recurrence times ?
Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…
In their recent paper [Phys. Rev. Lett. 98, 094101 (2007)], A. Porporato et al. studied the irreversibility and fluctuation theorem for stationary time series. In this comment, we point out that the fluctuation theorem is in fact the…
Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors…
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…
It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…
Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the…
We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the…
Vopson first published the multicaloric effect in multiferroics in 2012. However, a closer examination of the multicaloric effect and its derivation leads to a contradiction, in which the predicted changes in one of the order phase at a…
The analysis of event time series is in general challenging. Most time series analysis tools are limited for the analysis of this kind of data. Recurrence analysis, a powerful concept from nonlinear time series analysis, provides several…
A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…
In the last two decades recurrence plots (RPs) were introduced in many different scientific disciplines. It turned out how powerful this method is. After introducing approaches of quantification of RPs and by the study of relationships…
We study Poincare recurrence of chaotic attractors for regions of finite size. Contrary to the standard case, where the size of the recurrent regions tends to zero, the measure is not supported anymore solely by unstable periodic orbits…
This is the rejoinder for discussion of "Multinomial Inverse Regression for Text Analysis", Journal of the American Statistical Association 108, 2013.
Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…
The present study provides another look on Lamperti's theorem on recurrence or transience of stochastic sequences. We establish connection between Lamperti's theorem and the recent result by the author [V. M. Abramov, Theor. Probab. Math.…
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…
In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This…
Multifractal analysis has been used to diagnoze cracked and healthy rotors. Is has been shown that the complexity and regularity criteria of the dynamical systems defined by the multiple scaling of the time series can indicate the damages…
The study of combinatorial properties of mathematical objects is a very important research field and continued fractions have been deeply studied in this sense. However, multidimensional continued fractions, which are a generalization…