Multifractal detrended fluctuation analysis of nonstationary time series

Abstract

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both approaches are equivalent for stationary signals with compact support. By analyzing several examples we show that the new method can reliably determine the multifractal scaling behavior of time series. By comparing the multifractal DFA results for original series to those for shuffled series we can distinguish multifractality due to long-range correlations from multifractality due to a broad probability density function. We also compare our results with the wavelet transform modulus maxima (WTMM) method, and show that the results are equivalent.

14 pages (RevTex) with 10 figures (eps)

Cited by in corpus (363)

• Multifractal detrended cross-correlation analysis for two nonstationary signals
• Detrending moving average algorithm for multifractals
• Multifractal analysis of financial markets
• Multifractal detrending moving average cross-correlation analysis
• Fluctuation scaling in complex systems: Taylor's law and beyond
• Wavelet versus Detrended Fluctuation Analysis of multifractal structures
• Multifractal Detrended Fluctuation Analysis of Sunspot Time Series
• Comparison of detrending methods for fluctuation analysis
• On Hurst exponent estimation under heavy-tailed distributions
• Detrended fluctuation analysis for fractals and multifractals in higher dimensions
• Multiscale characteristics of the emerging global cryptocurrency market
• Multifractality of river runoff and precipitation: Comparison of fluctuation analysis and wavelet methods
• Measuring correlations between non-stationary series with DCCA coefficient
• Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
• Multifractal methodology
• The components of empirical multifractality in financial returns
• Leverage effect in energy futures
• Measuring capital market efficiency: Global and local correlations structure
• Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
• Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series
• Recurrence time analysis, long-term correlations, and extreme events
• A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate
• Nonlinearity and Multifractality of Climate Change in the Past 420,000 Years
• Quantitative features of multifractal subtleties in time series
• Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
• Detecting and interpreting distortions in hierarchical organization of complex time series
• Fractal Analysis of River Flow Fluctuations (with Erratum)
• Scaling and memory of intraday volatility return intervals in stock market
• Multifractality in the stock market: price increments versus waiting times
• Finite-size effect and the components of multifractality in financial volatility
• Components of multifractality in high-frequency stock returns
• Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
• Multifractal Detrended Cross-Correlation Analysis of Sunspot Numbers and River Flow Fluctuations
• Separating internal and external dynamics of complex systems
• Statistical properties and multifractality of Bitcoin
• Understanding the source of multifractality in financial markets
• Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets
• Degree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
• Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects
• Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: a comparison study with detrended fluctuation analysis and wavelet leaders
• Multifractal analysis of Chinese stock volatilities based on partition function approach
• Modified detrended fluctuation analysis based on empirical mode decomposition
• A Multifractal Description of Wind Speed Records
• Natural entropy fluctuations discriminate similar looking electric signals emitted from systems of different dynamics
• Size matters: some stylized facts of the stock market revisited
• Multifractal analysis of the time series of daily means of wind speed in complex regions
• Multifractality in stock indexes: Fact or fiction?
• Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity
• Culturomics meets random fractal theory: Insights into long-range correlations of social and natural phenomena over the past two centuries
• Testing the weak-form efficiency of the WTI crude oil futures market
• Complexity in economic and social systems: cryptocurrency market at around COVID-19
• MFDFA: Efficient Multifractal Detrended Fluctuation Analysis in Python
• A nonextensive approach to the dynamics of financial observables
• Emergence of long memory in stock volatility from a modified Mike-Farmer model
• The mechanisms of self-organised criticality in social processes of knowledge creation
• Analysis of time dynamics in wind records by means of multifractal detrended fluctuation analysis and Fisher-Shannon information plane
• Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
• Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales
• A Multifractal Analysis of Asian Foreign Exchange Markets
• Scaling theory of temporal correlations and size dependent fluctuations in the traded value of stocks
• Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series
• Communication activity in a social network: relation between long-term correlations and inter-event clustering
• Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application
• Multifractal Fluctuations in Seismic Interspike Series
• Quantification and interpretation of the climate variability record
• The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
• Effect of detrending on multifractal characteristics
• Signatures of crypto-currency market decoupling from the Forex
• Multifractal characterization of gold market: a multifractal detrended fluctuation analysis
• Multifractal analyses of daily rainfall time series in Pearl River basin of China
• Persistence in Complex Systems
• The bulk of the stock market correlation matrix is not pure noise
• Long-range correlation and multifractality in Bach's Inventions pitches
• Long-range dependencies in heart rate signals- revisited
• Genuine multifractality in time series is due to temporal correlations
• Scale invariant multiplier and multifractality of absolute returns in stock markets
• Nonextensive statistical features of the Polish stock market fluctuations
• Volatility of Linear and Nonlinear Time Series
• Open data base analysis of scaling and spatio-temporal properties of power grid frequencies
• Joint multifractal analysis based on wavelet leaders
• Performance of multifractal detrended fluctuation analysis on short time series
• Rough volatility of Bitcoin
• Multifractal cross wavelet analysis
• Fractal and Multifractal Properties of Electrographic Recordings of Human Brain Activity: Toward Its Use as a Signal Feature for Machine Learning in Clinical Applications
• Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends
• Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average
• Nonlinear analysis of time series of vibration data from a friction brake: SSA, PCA, and MFDFA
• p-exponent and p-leaders, Part I: Negative pointwise regularity
• Dynamical variety of shapes in financial multifractality
• Multifractal model of asset returns with leverage effect
• Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant
• p-exponent and p-leaders, Part II: Multifractal Analysis. Relations to Detrended Fluctuation Analysis
• On the multifractal effects generated by monofractal signals
• Multifractal detrended fluctuation analysis of temeprature in Spain (1960-2019)
• Robustness of Estimators of Long-Range Dependence and Self-Similarity under non-Gaussianity
• Quantitative approach to multifractality induced by correlations and broad distribution of data
• Consistency of detrended fluctuation analysis
• Multifractality and long memory of a financial index
• Long-range fluctuations and multifractality in connectivity density time series of a wind speed monitoring network
• Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components
• Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies
• Non stationary multifractality in stock returns
• Multifractal and Network Analysis of Phase Transition
• On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data
• On the multi-fractal structure of traded volume in financial markets
• Volatility, Persistence, and Survival in Financial Markets
• Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations
• Liquidity and the multiscaling properties of the volume traded on the stock market
• Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
• Analysis of a Japan government intervention on the domestic agriculture market
• Multifractal detrended fluctuation analysis of combustion flames in four-burner impinging entrained-flow gasifier
• Temporal Series Analysis Approach to Spectra of Complex Networks
• Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study
• Complex systems approach to natural language
• Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise
• Crucial events, randomness and multi-fractality in heartbeats
• Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations
• Multifractality of Inverse Statistics of Exit Distances in 3D Fully Developed Turbulence
• Effect of rate of change of parameter on early warning signals for critical transitions
• Complexity Measures of Music
• Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
• Fractal and complex network analyses of protein molecular dynamics
• Effects of polynomial trends on detrending moving average analysis
• Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency markets
• Characteristic exponents of complex networks
• Assessment of 48 Stock markets using adaptive multifractal approach
• Multifractality due to long-range correlation in the L-band ionospheric scintillation S4 index time series
• The q-dependent detrended cross-correlation analysis of stock market
• Fractal and multifractal analysis of complex networks: Estonian network of payments
• One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles
• Multifractal Diffusion Entropy Analysis: Optimal Bin Width of Probability Histograms
• Long range correlation in cosmic microwave background radiation
• Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
• Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market
• Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
• Multifractal fluctuations of the precipitation in Spain (1960-2019)
• Dynamic correlations at different time-scales with Empirical Mode Decomposition
• Self-Excited Multifractal Dynamics
• Testing power-law cross-correlations: Rescaled covariance test
• To lag or not to lag? How to compare indices of stock markets that operate at different times
• Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster
• Multi-scale correlations in different futures markets
• Universality and the collapse of multifractality in Barkhausen avalanches
• Minimizing the effect of sinusoidal trends in detrended fluctuation analysis
• Correlations in magnitude series to assess nonlinearities: application to multifractal models and heartbeat fluctuations
• What is mature and what is still emerging in the cryptocurrency market?
• Multifractal Analysis of Heliospheric Magnetic Field Fluctuations observed by Ulysses
• Multifractal properties of elementary cellular automata in a discrete wavelet approach of MF-DFA
• Direct determination approach for the multifractal detrending moving average analysis
• Multifractal analysis of stress time series during ultrathin lubricant film melting
• Multifractal Characterization of Protein Contact Networks
• Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
• Data-driven detrending of nonstationary fractal time series with echo state networks
• The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool
• Evaluation of Scale-Invariance In Physiological Signals By Means Of Balanced Estimation Of Diffusion Entropy
• Time series classification based on fractal properties
• Trends, noise and reentrant long-term persistence in Arctic sea ice
• Effect of significant data loss on identifying electric signals that precede rupture by detrended fluctuation analysis in natural time
• Turbulence Hierarchy and Multifractality in the Integer Quantum Hall Transition
• Discrimination and characterization of Parkinsonian rest tremors by analyzing long-term correlations and multifractal signatures
• $1/f^{\alpha }$ spectra in elementary cellular automata and fractal signals
• Right-side-stretched multifractal spectra indicate small-worldness in networks
• A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks
• Time-varying properties of asymmetric volatility and multifractality in Bitcoin
• Finite sample properties of power-law cross-correlations estimators
• Scaling properties of pyrex and silicon surfaces blasted with sharp particles
• Dependency Structure and Scaling Properties of Financial Time Series Are Related
• Multiscale Fractal Analysis on EEG Signals for Music-Induced Emotion Recognition
• Nonextensivity in the solar magnetic activity during the increasing phase of solar Cycle 23
• The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis
• Anomalous diffusion and the Moses effect in a model of aging
• Long-term correlations and multifractal analysis of trading volumes for Chinese stocks
• Time-series-analysis-based detection of critical transitions in real-world non-autonomous systems
• Origin of Multifractality in Solar Wind Turbulence: the Role of Current Sheets
• Transitions between superstatistical regimes: validity, breakdown and applications
• The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times
• Chaos and Order in the Bitcoin Market
• The dynamics of traded value revisited
• Multifractality Signatures in Quasars Time Series. I. 3C 273
• Multifractal detrended fluctuation analysis of rainfall time series in the Guadeloupe archipelago
• Scaling of Seismic Memory with Earthquake Size
• New Suns in the Cosmos III: multifractal signature analysis
• The Importance of Antipersistence for Traffic Jams
• Geometrical exponents of contour loops on synthetic multifractal rough surfaces: multiplicative hierarchical cascade p-model
• Disentangling sources of multifractality in time series
• Multifractal detrended moving average analysis of global temperature records
• Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis
• Differing self-similarity in light scattering spectra: A potential tool for pre-cancer detection
• Multifractal Magnetoconductance Fluctuations in Mesoscopic Systems
• Level Crossing Analysis of Cosmic Microwave Background Radiation: A method for detecting cosmic strings
• Time-dependent scaling patterns in high frequency financial data
• Multifractal organization of EEG signals in Multiple Sclerosis
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
• Experimental confirmation of long-memory correlations in star-wander data
• Hidden geometry and dynamics of complex networks: Spin reversal in nanoassemblies with pairwise and triangle-based interactions
• Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence
• Fundamental interactions in self-organized critical dynamics on higher-order networks
• Statistical analysis of self-similar behaviour in the shear induced melting model
• Nonparametric Time Series Summary Statistics for High-Frequency Accelerometry Data from Individuals with Advanced Dementia
• Multifractal Analysis of Pulsar Timing Residuals: Assessment of Gravitational Wave Detection
• New Suns in the Cosmos IV: the multifractal nature of stellar magnetic activity in \textit{Kepler} cool stars
• Probabilistic properties of detrended fluctuation analysis for Gaussian processes
• Generalization of multifractal theory within quantum calculus
• Memory effect and multifractality of cross-correlations in financial markets
• Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
• The Hurst exponents of Nitzschia sp. diatom trajectories observed by light microscopy
• Linear and nonlinear correlations in order aggressiveness of Chinese stocks
• Submicron scale tissue multifractal anisotropy in polarized light scattering
• Finite resolution effects in p-leader multifractal analysis
• Blocks adjustment -- reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation
• Nonextensive triplet in geological faults system
• Correlations between political party size and voter memory: A statistical analysis of opinion polls
• Dynamical implications of sample shape for avalanches in 2-dimensional random-field Ising model with saw-tooth domain wall
• Multifractal Analysis of Polyalanines Time Series
• Multifractal cross-correlation effects in two-variable time series of complex network vertex observables
• Approaching multifractal complexity in decentralized cryptocurrency trading
• Description of turbulent dynamics in the interstellar medium: multifractal/microcanonical analysis I. Application to Herschel observations of the Musca filament
• Nonlinear stratospheric variability: multifractal detrended fluctuation analysis and singularity spectra
• Order flow in the financial markets from the perspective of the Fractional Lévy stable motion
• Multifractal analyses of row sum signals of elementary cellular automata
• Localization in fractal and multifractal media
• Scaling and memory in the non-poisson process of limit order cancelation
• Symbolic dynamics techniques for complex systems: Application to share price dynamics
• Comparative Computational Analysis of Global Structure in Canonical, Non-Canonical and Non-Literary Texts
• Scaling Features of Price-Volume Cross-Correlation
• Statistical properties of online avatar numbers in a massive multiplayer online role-playing game
• Persistent Homology of Fractional Gaussian Noise
• A Generalized Multifractal Formalism for the Estimation of Nonconcave Multifractal Spectra
• Hierarchical structure of stock price fluctuations in financial markets
• Fluctuation analysis of high frequency electric power load in the Czech Republic
• Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes
• Pion Fluctuation in High Energy Collisions - A Chaos-based Quantitative Estimation with Visibility Graph Technique
• Stochastic Paleoclimatology: Modeling the EPICA Ice Core Climate Records
• Statistical properties of user activity fluctuations in virtual worlds
• Correlations versus noise in the NFT market
• Lévy flight for electrons in graphene in the presence of regions with enhanced spin-orbit coupling
• Aperiodic bandgap structures for enhanced quantum two-photon sources
• Stylized facts of price gaps in limit order books: Evidence from Chinese stocks
• Long-term non-linear predictability of ENSO events over the 20th century
• Empirical properties of inter-cancellation durations in the Chinese stock market
• Multifractal fluctuations in the survival probability of an open quantum system
• A new look at calendar anomalies: Multifractality and day of the week effect
• Fluctuations in multiplicative systems with jumps
• Non-stationary Dynamics in the Bouncing Ball: A Wavelet perspective
• Multi-fractal Geometry of Finite Networks of Spins
• Exoplanetary Detection By Multifractal Spectral Analysis
• Components of multifractality in the Central England Temperature anomaly series
• Computational approach to multifractal music
• Fluctuations in Arctic Sea Ice Extent: Comparing Observations and Climate Models
• Non-Poisson donation behaviors in virtual worlds
• Multifractal detrended moving average analysis of Kepler stars with surface differential rotation traces
• Study of Di-muon Production Process in $pp$ Collision in CMS Data from Symmetry Scaling Perspective
• On the long-term correlations and multifractal properties of electric arc furnace time series
• Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors
• Multifractal analysis of sentence lengths in English literary texts
• Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
• Exploring the Interplay of Intrinsic Fluctuation and Complexity in Intracellular Calcium Dynamics
• Understanding the nature of the long-range memory phenomenon in socioeconomic systems
• Fractal and Multifractal Analysis of the Rise of Oxygen in Earth's Early Atmosphere
• Long-range memory and multifractality in gold markets
• Universality and self-similar behaviour of non-equilibrium systems with non-Fickian diffusion
• Why do Hurst exponents of traded value increase as the logarithm of company size?
• Nonextensive triplets in stock market indices
• Comparison of the Scaling Properties of EUV Intensity Fluctuations in Coronal Hole and Quiet-Sun Regions
• Surrogate testing of volatility series from long-range correlated noise
• Cascade and Intermittency of the Sea Surface Temperature in the Oceanic System
• Multifractality and its sources in the digital currency market
• Crossing Statistics of Anisotropic Stochastic Surface
• Statistics of punctuation in experimental literature -- the remarkable case of "Finnegans Wake" by James Joyce
• Coupled criticality analysis of inflation and unemployment
• Multifractal analysis of normal RR heart-interbeat signals in power spectra ranges
• On discrete stochastic processes with long-lasting time dependence
• Study of Void Probability Scaling of Singly Charged Particles Produced in Ultrarelativistic Nuclear Collision in Fractal Scenario
• Nonlinear Correlations in Multifractals: Visibility Graphs of Magnitude and Sign Series
• Multifractal hopscotch in "Hopscotch" by Julio Cortazar
• Multifractality and sample size influence on Bitcoin volatility patterns
• Dissecting Multifractal detrended cross-correlation analysis
• User authentication system based on human exhaled breath physics
• Unraveling Multifractality and Mobility Edges in Quasiperiodic Aubry-André-Harper Chains through High-Harmonic Generation
• Identification of Defective Two Dimensional Semiconductors by Multifractal Analysis: The Single-layer $\mathrm{Mo}{\mathrm{S}}_2$ Case Study
• Taming Lévy flights in confined crowded geometries
• Dual-induced multifractality in online viewing activity
• Multi-scale dynamics of glow discharge plasma through wavelets: Self-similar behavior to neutral turbulence and dissipation
• Scaling and Universality in River Flow Dynamics
• Insights of Transitions to Thermoacoustic Instability in Inverse Diffusion Flame using Multifractal Detrended Fluctuation Analysis
• Effect of hidden geometry and higher-order interactions on the synchronization and hysteresis behaviour of phase oscillators on 5-cliques simplicial assemblies
• Long-range memory test by the burst and inter-burst duration distribution
• Strategies in crowd and crowd structure
• A novel approach to study the variability of NGC 5548
• Coupled uncertainty provided by a multifractal random walker
• Pion Fluctuation Study in Pb-Pb Collision at 2.76 TeV per nucleon pair from ALICE Experiment with Chaos and Complex Network-based Methods
• Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies
• Illusion of persistence in NBA 1995-2018 regular season data
• Corrupted bifractal features in finite uncorrelated power-law distributed data
• New Suns in the Cosmos V: Stellar rotation and multifractality in active \textit{Kepler} stars
• Long-range temporal correlation in Auditory Brainstem Responses to Spoken Syllable /da/
• A Comparison of Two Fluctuation Analyses for Natural Language Clustering Phenomena: Taylor and Ebeling & Neiman Methods
• Phase and amplitude synchronisation in power-grid frequency fluctuations in the Nordic Grid
• Appropriateness of correlated first order auto-regressive processes for modeling daily temperature records
• Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
• Long memory and multifractality: A joint test
• Persistence of temperature and precipitation: from local to global anomalies
• Categorization of Stringed Instruments with Multifractal Detrended Fluctuation Analysis
• Numerical analysis of the morphological and phase changes in the TiN/Al_{2}O_{3} coating under high current electron beam modification
• Automated Diagnosis of Epilepsy Employing Multifractal Detrended Fluctuation Analysis Based Features
• Neural (EEG) Response during Creation and Appreciation: A Novel Study with Hindustani Raga Music
• Data-driven pattern identification and outlier detection in time series
• Scaler mode of the Auger Observatory and Sunspots
• A Non Linear Approach towards Automated Emotion Analysis in Hindustani Music
• Multifractal information production of the human genome
• Punctuation patterns in "Finnegans Wake" by James Joyce are largely translation-invariant
• Homology Groups of Embedded Fractional Brownian Motion
• Visibility graph analysis of the grains and oilseeds indices
• Multifractality in the fidelity of the Toffoli gate
• Evidence of Kolmogorov like scalings and multifractality in the rainfall events
• Coexistent multifractal mesoscopic fluctuations in Integer Quantum Hall Transition and in Orbital Hall Transition
• Multifractal characteristics of optical turbulence measured through a single beam holographic process
• Detailed Analysis of Local Climate at the CTAO-North Site on La Palma from 20 Years of MAGIC Weather Station Data
• Survival prediction of head and neck squamous cell carcinoma using machine learning models
• Multifractality Signatures in Lensed Quasars
• Quantifying patterns of punctuation in modern Chinese prose
• Speaker Recognition in Bengali Language from Nonlinear Features
• Unraveling linguistic patterns in dog behaviour
• Analysis of the structural complexity of Crab Nebula observed at radio frequency using a multifractal approach
• Techniques for multifractal spectrum estimation in financial time series
• Variation of singing styles within a particular Gharana of Hindustani classical music A nonlinear multifractal study
• Selected Methods for non-Gaussian Data Analysis
• On correlations and fractal characteristics of time series
• Information and the living tree of life: A theory of measurement grounded in biology
• Antiferromagnetic Barkhausen noise induced by weak random-field disorder
• Multifractal Signatures of Hamiltonian Chaos in Hyperion's Rotational Dynamics
• What does the tree of life look like as it grows? Evolution and the multifractality of time
• Wave localization in number-theoretic landscapes
• Language Independent Speech Emotion and Non-invasive Early Detection of Neurocognitive Disorder
• Limitations of scaling and universality in stock market data
• Is non-Gaussianity sufficient to produce long-range volatile correlations?
• The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold
• On the link between atmospheric cloud parameters and cosmic rays
• Evaluation of the training objectives with surface electromyography
• Wavelet based approach for tissue fractal parameter measurement: Pre cancer detection
• Characterizing price index behavior through fluctuation dynamics
• Suggested Rules for Designing Secure Communication Systems Utilizing Chaotic Lasers: A Survey
• A Comparison of natural (english) and artificial (esperanto) languages. A Multifractal method based analysis
• Robustness of complexity estimation in event-driven signals against accuracy of event detection method
• Ragas in Bollywood music A microscopic view through multrifractal cross-correlation method
• Analysis of inter-transaction time fluctuations in the cryptocurrency market
• Multifractal structure of Barkhausen noise: A signature of collective dynamics at hysteresis loop
• Fractional Brownian Motions and their multifractal analysis applied to Parana river flow
• Critical region in the spatiotemporal dynamics of a turbulent thermoacoustic system and smart passive control
• A DFA-based bivariate regression model for estimating the dependence of PM2.5 among neighbouring cities
• Stationarity of the detrended price return in stock markets
• Evidence of Self-Organization in Time Series of Capital Markets
• Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures
• Multifractality can be a universal signature of phase transitions
• Resolving Spurious Multifractality in Discrete Systems: A Finite-Size Scaling Protocol for MFDFA in the 2D Ising Model
• A Self-Organized Model for the Flicker Noise in Interacting Two-Dimensional Electron Gas
• The critical Barkhausen avalanches in thin random-field ferromagnets with an open boundary
• Hurst index of gamma-ray burst light curves and its statistical study
• Market Simulation Displaying Multifractality
• Observation of complex functional cortical patterns in brain cognition
• Functional switching among dynamic neuronal hub-nodes in the brain induces transition of cognitive states
• Language Independent Emotion Quantification using Non linear Modelling of Speech
• Impact of Tandem Repeats on the Scaling of Nucleotide Sequences