Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Detrended cross-correlation analysis consistently extended to multifractality
We propose an algorithm, multifractal cross-correlation analysis (MFCCA), which constitutes
a consistent extension of the detrended cross-correlation analysis and is able to properly …
a consistent extension of the detrended cross-correlation analysis and is able to properly …
Multiscale multifractal analysis of heart rate variability recordings with a large number of occurrences of arrhythmia
Human heart rate variability, in the form of time series of intervals between heart beats,
shows complex, fractal properties. Recently, it was demonstrated many times that the fractal …
shows complex, fractal properties. Recently, it was demonstrated many times that the fractal …
Fundamental dynamics of popularity-similarity trajectories in real networks
Real networks are complex dynamical systems, evolving over time with the addition and
deletion of nodes and links. Currently, there exists no principled mathematical theory for …
deletion of nodes and links. Currently, there exists no principled mathematical theory for …
[PDF][PDF] Precipitation and river flow: Long-term memory and predictability of extreme events
In this review, we discuss linear and nonlinear long-term correlations in precipitation and
river flows and their influence on risk estimation. We outline the standard method for …
river flows and their influence on risk estimation. We outline the standard method for …
Multifractal moving average analysis and test of multifractal model with tuned correlations
We address two common major problems in the study of time series characterizing
fluctuations in complex systems: multifractal analysis and multifractal modeling. Specifically …
fluctuations in complex systems: multifractal analysis and multifractal modeling. Specifically …
A fast DFA algorithm for multifractal multiscale analysis of physiological time series
Detrended fluctuation analysis (DFA) is a popular tool in physiological and medical studies
for estimating the self-similarity coefficient, α, of time series. Recent researches extended its …
for estimating the self-similarity coefficient, α, of time series. Recent researches extended its …
Evidence for long‐term memory in sea level
Detection and attribution of anthropogenic climate change signals in sea level rise (SLR)
has experienced considerable attention during the last decades. Here we provide evidence …
has experienced considerable attention during the last decades. Here we provide evidence …
Multifractal formalism by enforcing the universal behavior of scaling functions
Despite its solid foundations, multifractal analysis is still a challenging task. The
'inversed'singularity spectrum is a major pitfall in standard multifractal analyses especially …
'inversed'singularity spectrum is a major pitfall in standard multifractal analyses especially …
Detecting anthropogenic footprints in sea level rise
While there is scientific consensus that global and local mean sea level (GMSL and LMSL)
has risen since the late nineteenth century, the relative contribution of natural and …
has risen since the late nineteenth century, the relative contribution of natural and …