2 papers
physics.data-an2023
Simplicial complex entropy for time series analysis
L. Guzman-Vargas, A. Zabaleta-Ortega, A. Guzman-Saenz
The complex behavior of many systems in nature requires the application of robust methodologies capable of identifying changes in their dynamics. In the case of time series (which…
physics.data-an2021
Generalization of Higuchi's fractal dimension for multifractal analysis of time series with limited length
Carlos Carrizales-Velazquez, Reik V. Donner, Lev Guzmán-Vargas
We introduce a generalization of Higuchi's estimator of the fractal dimension as a new way to characterize the multifractal spectrum of univariate time series. The resulting multif…