341 citations · 2.1k across the 59 of their papers we have counts for
12 papers · 1 filter
Disentangling sources of multifractality in time series
Robert Kluszczyński, Stanisław Drożdż, Jarosław Kwapień +2
This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered.…
Genuine multifractality in time series is due to temporal correlations
Jarosław Kwapień, Pawel Blasiak, Stanisław Drożdż +1
Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gau…
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
Jaroslaw Kwapien, Pawel Oswiecimka, Stanislaw Drozdz
The detrended cross-correlation coefficient has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-…
Detrended Cross-Correlation Analysis Consistently Extended to Multifractality
Paweł Oświȩcimka, Stanisław Drożdż, Marcin Forczek +2
We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is a…
Multifractal analysis of sentence lengths in English literary texts
Iwona Grabska-Gradzińska, Andrzej Kulig, Jarosław Kwapień +2
This paper presents analysis of 30 literary texts written in English by different authors. For each text, there were created time series representing length of sentences in words a…
Effect of detrending on multifractal characteristics
P. Oświęcimka, S. Drożdż, J. Kwapień +1
Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectr…