Results 31 to 40 of about 7,202 (214)

Modeling Dynamic Multifractal Efficiency of US Electricity Market

Energies, 2021
The dramatic deregulatory reforms in US electricity markets increased competition, resulting in more complex prices compared to other commodities. This paper aims to investigate and compare the overall and time-varying multifractality and efficiency of ...
Haider Ali, Faheem Aslam, Paulo Ferreira
doaj   +1 more source

The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times

, 2020
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics.
Gubiec, Tomasz, Klamut, Jarosław, Kutner, Ryszard, Struzik, Zbigniew R.   +3 more
core   +1 more source

Forecasting multifractal volatility [PDF]

Journal of Econometrics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laurent Calvet, Adlai Fisher
openaire   +4 more sources

Multifractal Detrended Fluctuation Analysis of Human gait Diseases

Frontiers in Physiology, 2013
IIn this paper multifractal detrended fluctuation analysis is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality.
Srimonti eDutta, Dipak eGhosh, Sucharita eChatterjee   +2 more
doaj   +1 more source

Fractal and multifractal analysis of complex networks: Estonian network of payments

, 2017
Complex networks have gained much attention from different areas of knowledge in recent years. Particularly, the structures and dynamics of such systems have attracted considerable interest.
de la Torre, Stephanie Rendón, Engelbrecht, Jüri, Kalda, Jaan, Kitt, Robert   +3 more
core   +1 more source

Multifractal Interpolation of Universal Multifractals

, 1997
LaTeX, 9 pages, no ...
Bar'yahtar, V. G., Gonchar, V. Yu., Schertzer, D., Yanovsky, V. V.   +3 more
openaire   +2 more sources

Investigation of the Implications of “Haze Special Law” on Air Quality in South Korea

Complexity, 2020
In this work, the air pollution index in three cities (Seoul, Busan, and Daegu) in South Korea was studied using multifractal detrended fluctuation analysis (MF-DFA).
Jian Wang, Junseok Kim, Wei Shao
doaj   +1 more source

Self-similar segmentation and multifractality of post-stack seismic data

Petroleum Exploration and Development, 2020
Layering detection is an important step in petroleum engineering. Time series of post-stack seismic data and wire-line log data belong to subsurface layering.
Hedayati Rad ELYAS, Hassani HOSSEIN, Shiri YOUSEF, Jamal Sheikh Zakariaee SEYED   +3 more
doaj   +1 more source

Multifractality through Non-Markovian Stochastic Processes in the Scale Relativity Theory. Acute Arterial Occlusions as Scale Transitions

Entropy, 2021
By assimilating biological systems, both structural and functional, into multifractal objects, their behavior can be described in the framework of the scale relativity theory, in any of its forms (standard form in Nottale’s sense and/or the form of the ...
Nicolae Dan Tesloianu, Lucian Dobreci, Vlad Ghizdovat, Andrei Zala, Adrian Valentin Cotirlet, Alina Gavrilut, Maricel Agop, Decebal Vasincu, Igor Nedelciuc, Cristina Marcela Rusu, Irina Iuliana Costache   +10 more
doaj   +1 more source

Dynamical variety of shapes in financial multifractality

, 2018
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves to evaluation
Drożdż, Stanisław, Gȩbarowski, Robert, Kowalski, Rafał, Oświȩcimka, Paweł, Rak, Rafał   +4 more
core   +1 more source