Multifractal analysis of financial markets: A review

ZQ Jiang, WJ **e, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

[HTML][HTML] Selecting embedding delays: An overview of embedding techniques and a new method using persistent homology

E Tan, S Algar, D Corrêa, M Small, T Stemler… - … Journal of Nonlinear …, 2023 - pubs.aip.org
Delay embedding methods are a staple tool in the field of time series analysis and
prediction. However, the selection of embedding parameters can have a big impact on the …

[КНИГА][B] Nonlinear time series analysis

H Kantz, T Schreiber - 2003 - books.google.com
The paradigm of deterministic chaos has influenced thinking in many fields of science.
Chaotic systems show rich and surprising mathematical structures. In the applied sciences …

Reconstruction expansion as a geometry-based framework for choosing proper delay times

MT Rosenstein, JJ Collins, CJ De Luca - Physica D: Nonlinear Phenomena, 1994 - Elsevier
The quality of attractor reconstruction using the method of delays is known to be sensitive to
the delay parameter, τ. Here we develop a new, computationally efficient approach to …

State space reconstruction parameters in the analysis of chaotic time series—the role of the time window length

D Kugiumtzis - Physica D: Nonlinear Phenomena, 1996 - Elsevier
The most common state space reconstruction method in the analysis of chaotic time series is
the Method of Delays (MOD). Many techniques have been suggested to estimate the …

Interdisciplinary application of nonlinear time series methods

T Schreiber - Physics reports, 1999 - Elsevier
This paper reports on the application to field measurements of time series methods
developed on the basis of the theory of deterministic chaos. The major difficulties are …

An innovative approach for forecasting of energy requirements to improve a smart home management system based on BLE

M Collotta, G Pau - IEEE Transactions on Green …, 2017 - ieeexplore.ieee.org
Smart grid applications are becoming increasingly popular, as they aim to meet the energy
requirements with innovative solutions by integrating the latest digital communications and …

Nonlinear analysis of river flow time sequences

A Porporato, L Ridolfi - Water Resources Research, 1997 - Wiley Online Library
Within the field of chaos theory several methods for the analysis of complex dynamical
systems have recently been proposed. In light of these ideas we study the dynamics which …

[КНИГА][B] Практические аспекты современных методов анализа вариабельности сердечного ритма

А Ардашев, А Лоскутов - 2022 - books.google.com
Впервые в мировой практике систематически изложены новые технологии
исследования вариабельности сердечного ритма, основанные на современных …

Improved false nearest neighbor method to detect determinism in time series data

R Hegger, H Kantz - Physical Review E, 1999 - APS
The false nearest neighbor method introduced by Kennel et al.[Phys. Rev. A 45, 3403
(1992)] is revisited and modified in order to ensure a correct distinction between low …