Results 71 to 80 of about 29,188 (209)
Fractal and FractionalMultifractal analysis has been used in the exploration of soil grain size distributions (GSDs) in environmental and agricultural research. However, multifractal studies regarding the GSDs of sediments in braided delta-front are currently scarce.
Rui Yuan, Zijin Yan, Rui Zhu, Chao Wang
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PLoS ONE, 2013 Recently, many lines of investigation in neuroscience and statistical physics have converged to raise the hypothesis that the underlying pattern of neuronal activation which results in electroencephalography (EEG) signals is nonlinear, with self-affine ...
Todd Zorick, Mark A Mandelkern
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Geofluids, 2020 Reservoir pore space assessment is of great significance for petroleum exploration and production. However, it is difficult to describe the pore characteristics of deep-buried dolomite reservoirs with the traditional linear method because these rocks ...
Xiaojun Zhang +3 more
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MULTIFRACTAL FLUCTUATIONS IN FINANCE [PDF]
International Journal of Theoretical and Applied Finance, 2000 We consider the structure functions S(q)(τ), i.e. the moments of order q of the increments X(t + τ)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S(q)(τ)∝τζ(q)). We demonstrate that the nonlinearity of the observed scaling exponent ζ(q) is incompatible with monofractal additive stochastic models usually introduced in ...
F. Schmitt, D. Schertzer, S. Lovejoy
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Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Wavelet Leaders Based Vibration Signals Multifractal Features of Plunger Pump in Truck Crane
Advances in Mechanical Engineering, 2013 Vibration signal of plunger pump in truck crane is a typical nonlinear, nonstationary signal, and the multifractal features are a powerful tool for depicting the geometry features of such signals.
Wenliao Du +3 more
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Multivariate Multifractal Detrending Moving Average Analysis of Air Pollutants
Mathematics, 2021 One of the most challenging endeavors of contemporary research is to describe and analyze the dynamic behavior of time series arising from real-world systems.
Milena Kojić +3 more
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Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Transfer matrix method to study electromagnetic shower
, 2008 Transfer matrix method gives underlying dynamics of a multifractal. In the present studies transfer matrix method is applied to multifractal properties of Cherenkov image from which probabilities of electromagnetic components are obtained.Comment: 7 ...
Ashok Razdan +13 more
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