Plot of individual series’ multifractal analysis indicating, on the y-axis, how many values of q served to produce stable power-law relationships in Eqs 3 and 4 and, on the x-axis, the resulting width of the multifractal spectrum. Because q is effectively a distortion serving to reveal differences in the temporal structure, less multifractal series should withstand a wider range of q and generate more similar and all equally stable scaling relationships in Eqs 3 and 4. However, more multifractal series will have more heterogeneous structure that will be more likely to generate deviations in and eventually weaknesses in power-law relationships with smaller changes in q.</p
Recent advancements in detrended fluctuation analysis (DFA) allow evaluating multifractal coefficien...
Despite its solid foundations, multifractal analysis is still a challenging task. The 'inversed' sin...
This paper presents the results of multifractal testing of two sets of financial data: daily data o...
Multifractal probability distributions are defined as mixture of n monofractal distributions. The ex...
We focus on the importance of q moments range used within the multifractal detrended fluctuation ana...
<p>(A) The linear regression between and . (B) The th moment versus the generalized exponent dete...
International audienceMultifractal analysis studies signals, functions, images or fields via the flu...
International audienceScale invariance is a widely used concept to analyze real-world data from many...
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulu...
We show that a multifractal analysis offers a new and potentially promising avenue for quantifying t...
Nonlinear physics presents us with a perplexing variety of complicated fractal objects and strange s...
<p>Only situated agents present both a pink noise exponent and a wide multifractal exponent. Decoupl...
International audienceWe show how a joint multifractal analysis of a collection of signals unravels ...
‘‘Divergence of high moments and dimension of the carrier’ ’ is the subtitle of Mandelbrot’s 1974 se...
<p>Relationship between width of multifractal spectrum and tensile strengths.</p
Recent advancements in detrended fluctuation analysis (DFA) allow evaluating multifractal coefficien...
Despite its solid foundations, multifractal analysis is still a challenging task. The 'inversed' sin...
This paper presents the results of multifractal testing of two sets of financial data: daily data o...
Multifractal probability distributions are defined as mixture of n monofractal distributions. The ex...
We focus on the importance of q moments range used within the multifractal detrended fluctuation ana...
<p>(A) The linear regression between and . (B) The th moment versus the generalized exponent dete...
International audienceMultifractal analysis studies signals, functions, images or fields via the flu...
International audienceScale invariance is a widely used concept to analyze real-world data from many...
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulu...
We show that a multifractal analysis offers a new and potentially promising avenue for quantifying t...
Nonlinear physics presents us with a perplexing variety of complicated fractal objects and strange s...
<p>Only situated agents present both a pink noise exponent and a wide multifractal exponent. Decoupl...
International audienceWe show how a joint multifractal analysis of a collection of signals unravels ...
‘‘Divergence of high moments and dimension of the carrier’ ’ is the subtitle of Mandelbrot’s 1974 se...
<p>Relationship between width of multifractal spectrum and tensile strengths.</p
Recent advancements in detrended fluctuation analysis (DFA) allow evaluating multifractal coefficien...
Despite its solid foundations, multifractal analysis is still a challenging task. The 'inversed' sin...
This paper presents the results of multifractal testing of two sets of financial data: daily data o...