Results 81 to 90 of about 3,883 (207)

Robust Fractional Low‐Order Multiple Window STFT for Infinite Variance Process Environment

IET Signal Processing, Volume 2024, Issue 1, 2024.
Mechanical fault vibration signal is a typical non‐Gaussian process, they can be characterized by the infinite variance process, and the noise within these signals may also be the process in complex environments. The performance of the traditional cross‐term reduction algorithm is compromised, sometimes yielding incorrect results under the infinite ...
Haibin Wang, Changshou Deng, Junbo Long, Youxue Zhou, Gordana Jovanovic Dolecek   +4 more
wiley   +1 more source

Nonlinear Dynamics of RMB Exchange Rate Volatility: A Multifractal Perspective Within the G-Expectation Framework

Fractal and Fractional
Traditional linear models struggle to capture the complex behavior of financial markets. This study revisits RMB exchange rate volatility through a nonlinear perspective based on G-expectation and multifractal theory.
Weilan Zhang, Zhigang Huang
doaj   +1 more source

Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant

, 2010
Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity.
Alessio, Alvarez-Ramirez, Anatolyev, Arianos, Ausloos, Bacry, Balcilar, Barabási, Bartiromo, Bashan, Calvet, Carbone, Carbone, Carbone, Castro e Silva, Chen, Eisler, Eisler, Engle, Engle, Engle, Engle, Frisch, Ghashghaie, Gu, Górski, Halsey, He, He, Heneghan, Holschneider, Hu, Hurst, Ivanov, Ivanova, Jasiak, Jiang, Jiang, Jiang, Jiang, Jiang, Kantelhardt, Kantelhardt, Kim, Kim, Kwapień, Lee, Lee, Lim, Mainardi, Mandelbrot, Mandelbrot, Mandelbrot, Mantegna, Masoliver, Masoliver, Matia, Matsushita, Montanari, Muzy, Muzy, Muzy, Oświȩcimka, Oświȩcimka, Peng, Peng, Politi, Politi, Raberto, Sabatelli, Sazuka, Scalas, Scalas, Scalas, Schmitt, Serletis, Serletis, Serletis, Struzik, Su, Su, Talkner, Talkner, Taqqu, Tsallis, Tsallis, Turiel, Turiel, Vandewalle, Vandewalle, Varotsos, Vázquez, Wei-Xing Zhou, Xu, Yong-Ping Ruan, Yoon, Zhou   +96 more
core   +2 more sources

Carbon Market Efficiency and Economic Policy Uncertainty: Evidence from a TVP‐VAR Model

Discrete Dynamics in Nature and Society, Volume 2024, Issue 1, 2024.
This paper examines the dynamic linkages among economic policy uncertainty (EPU), the green bond market, the carbon market, and the macroeconomy using the time‐varying parameter vector autoregressive (TVP‐VAR) model with monthly data spanning from January 2016 to December 2021.
Min Liu, Rong Huang, Yang Lu, Fabio Tramontana   +3 more
wiley   +1 more source

Experimental confirmation of long-memory correlations in star-wander data

, 2014
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.
Funes, Gustavo, Gulich, Damián, Ziad, Aziz, Zunino, Luciano   +3 more
core   +1 more source

基于MF-DFA和SVM的齿轮箱故障诊断

Jixie chuandong, 2014
The fault signal of the gearbox is the complex signal of the non-stationary and nonlinear characteristics,by using the multifractal detrended fluctuation analysis（MF-DFA）and the support vector machine（SVM）to diagnose the fault of the gearbox.The ...
刘春林, 潘宏侠, 史斐娜, 蒋红军   +3 more
doaj  

Multifractal and Network Analysis of Phase Transition

, 2016
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate how far a ...
Cai, Xu, Han, Jihui, Li, Wei, Su, Zhu, Yang, Chunbin, Zhao, Longfeng, Zou, Yijiang   +6 more
core   +2 more sources

Multifractal analyses of daily rainfall time series in Pearl River basin of China

, 2014
The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal ...
Anh, Vo, Chen, Yongqin David, Leung, Yee, Yu, Zu-Guo, Zhang, Qiang, Zhou, Yu   +5 more
core   +2 more sources

Multifractal analysis of Bitcoin price dynamics

Journal of Business Economics and Management
This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in financial variables, including Bitcoin prices and economic indicators.
Cristian Bucur, Bogdan-George Tudorică, Adela Bâra, Simona-Vasilica Oprea   +3 more
doaj   +1 more source

Multifractal Characterization of Protein Contact Networks

, 2014
The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series.
Giuliani, Alessandro, Livi, Lorenzo, Maiorino, Enrico, Rizzi, Antonello, Sadeghian, Alireza   +4 more
core   +1 more source