Results 11 to 20 of about 7,202 (214)

Dual multifractal spectra [PDF]

open access: yesPhysical Review E, 2004
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 representation has been proposed by Jensen considering the distribution of distances associated to a fixed mass ...
Roux, S, Jensen, M.H.
openaire   +3 more sources

Analyzing Asymmetric Volatility and Multifractal Behavior in Cryptocurrencies Using Capital Asset Pricing Model Filter

open access: yesFractal and Fractional, 2023
This research analyzes asymmetric volatility and multifractality in four representative cryptocurrencies using index-based asymmetric multifractal detrended fluctuation analysis.
Minhyuk Lee   +3 more
doaj   +1 more source

Multifractal Analysis of the Brazilian Electricity Market

open access: yesIEEE Access, 2023
In Brazil’s wholesale electricity market, long-term contract prices are negotiated between power generators and large consumers. Unlike traditional markets, pricing is not driven by market forces but rather determined by complex computational ...
Alessandro L. Castro   +2 more
doaj   +1 more source

A Multivariate Method for Dynamic System Analysis: Multivariate Detrended Fluctuation Analysis Using Generalized Variance

open access: yesTopics in Cognitive Science, EarlyView., 2023
Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot   +5 more
wiley   +1 more source

Abduction and Deduction in Dynamical Cognitive Science

open access: yesTopics in Cognitive Science, EarlyView., 2023
Abstract This paper reviews the recent history of a subset of research in dynamical cognitive science, in particular that subset that allies itself with the sciences of complexity and casts cognitive systems as interaction dominant, noncomputational, and nonmodular. I look at this history in the light of C.S.
Anthony Chemero
wiley   +1 more source

Joint Multifractal Analysis and Source Testing of River Level Records Based on Multifractal Detrended Cross-Correlation Analysis

open access: yesComplexity, 2020
The joint multifractal analysis is usually conducted in two different variables for their cross-correlations but rarely used for two records of one variable collected at two different places. It is important for the detection of change in multifractality
Liang Wu, Manling Wang, Tongzhou Zhao
doaj   +1 more source

Scale-Free Coupled Dynamics in Brain Networks Captured by Bivariate Focus-Based Multifractal Analysis

open access: yesFrontiers in Physiology, 2021
While most connectivity studies investigate functional connectivity (FC) in a scale-dependent manner, coupled neural processes may also exhibit broadband dynamics, manifesting as power-law scaling of their measures of interdependence.
Orestis Stylianou   +6 more
doaj   +1 more source

Altered Brain Criticality in Schizophrenia: New Insights From Magnetoencephalography

open access: yesFrontiers in Neural Circuits, 2022
Schizophrenia has a complex etiology and symptomatology that is difficult to untangle. After decades of research, important advancements toward a central biomarker are still lacking.
Golnoush Alamian   +11 more
doaj   +1 more source

What Can Multifractal Analysis Tell Us about Hyperspectral Imagery?

open access: yesRemote Sensing, 2020
Hyperspectral images provide complex information about the Earth’s surface due to their very high spectral resolution (hundreds of spectral bands per pixel).
Michał Krupiński   +4 more
doaj   +1 more source

Multifractal random walk [PDF]

open access: yesPhysical Review E, 2001
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are very attractive alternative processes to classical cascade-like multifractal models since they do not involve any ...
Bacry, Emmanuel, Delour, J., Muzy, J. F.
openaire   +4 more sources

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