[HTML][HTML] Persistence in complex systems

S Salcedo-Sanz, D Casillas-Pérez, J Del Ser… - Physics Reports, 2022‏ - Elsevier
Persistence is an important characteristic of many complex systems in nature, related to how
long the system remains at a certain state before changing to a different one. The study of …

Complexity testing techniques for time series data: A comprehensive literature review

L Tang, H Lv, F Yang, L Yu - Chaos, Solitons & Fractals, 2015‏ - Elsevier
Complexity may be one of the most important measurements for analysing time series data;
it covers or is at least closely related to different data characteristics within nonlinear system …

A multifractal approach for stock market inefficiency

L Zunino, BM Tabak, A Figliola, DG Pérez… - Physica A: Statistical …, 2008‏ - Elsevier
In this paper, the multifractality degree in a collection of developed and emerging stock
market indices is evaluated. Empirical results suggest that the multifractality degree can be …

Multifractal detrended fluctuation analysis of temperature in Spain (1960–2019)

J Gómez-Gómez, R Carmona-Cabezas… - Physica A: Statistical …, 2021‏ - Elsevier
In the last decades, an ever-growing number of studies are focusing on the extreme weather
conditions related to the climate change. Some of them are based on multifractal …

Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion

J Lin, Q Chen - Mechanical Systems and Signal Processing, 2013‏ - Elsevier
Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain
fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always …

Multifractal structure in Latin-American market indices

L Zunino, A Figliola, BM Tabak, DG Pérez… - Chaos, Solitons & …, 2009‏ - Elsevier
We study the multifractal nature of daily price and volatility returns of Latin-American stock
markets employing the multifractal detrended fluctuation analysis. Comparing with the …

Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status

D Ghosh, S Dutta, S Chakraborty - Chaos, Solitons & Fractals, 2014‏ - Elsevier
This paper reports a study of EEG data of epileptic patients in terms of multifractal detrended
cross-correlation analysis (MF-DXA). The EEG clinical data were obtained from the EEG …

[HTML][HTML] Multifractal fluctuations of the precipitation in Spain (1960–2019)

J Gómez-Gómez, R Carmona-Cabezas… - Chaos, Solitons & …, 2022‏ - Elsevier
In this work, an analysis of multifractal parameters of daily precipitation series over the
Iberian Peninsula was performed in two 30-year periods to explore whether these properties …

Multifractal analysis of Chinese literary and web novels

Y Liu, X Zhuo, X Zhou - Physica A: Statistical Mechanics and its …, 2024‏ - Elsevier
Multifractal analysis of literary works, utilizing measures such as sentence length and word
length as time series, have revealed the prevalence of multifractal structures within these …

Multifractal analysis of the drought area in seven large regions of China from 1961 to 2012

W Hou, G Feng, P Yan, S Li - Meteorology and Atmospheric Physics, 2018‏ - Springer
Based on a monthly drought index, the Standardized Precipitation Index (SPI), we
investigate the multifractality of monthly drought areas in seven major regions in China from …