activity
20052024
most citedWavelet versus Detrended Fluctuation Analysis of multifractal structures

341 citations · 2.1k across the 40 of their papers we have counts for

collaborators

45 papers

physics.app-ph2024

Quantifying multifractal anisotropy in two dimensional objects

Rafał Rak, Stanisław Drożdż, Jarosław Kwapień +1

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization…

q-bio.NC2024★ 16 cited

Multifractal organization of EEG signals in Multiple Sclerosis

Marcin Wątorek, Wojciech Tomczyk, Magda Gawłowska +9

Quantifying the complex/multifractal organization of the brain signals is crucial to fully understanding the brain processes and structure. In this contribution, we performed the m…

physics.data-an2022★ 64 cited

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…

q-fin.ST2020★ 240 cited

Multiscale characteristics of the emerging global cryptocurrency market

Marcin Wątorek, Stanisław Drożdż, Jarosław Kwapień +3

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on wh…

q-fin.ST2020★ 93 cited

Complexity in economic and social systems: cryptocurrency market at around COVID-19

Stanisław Drożdż, Jarosław Kwapień, Paweł Oświęcimka +2

Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. All financial markets, including…

physics.data-an2020★ 26 cited

Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses

Paweł Oświęcimka, Stanisław Drożdż, Mattia Frasca +4

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series c…