نتایج جستجو برای: multifractal model

تعداد نتایج: 2106700  

2008
Raoul Robert Vincent Vargas

In this article, we construct two families of multifractal random vector fields with non symmetrical increments. We discuss the use of such families to model the velocity field of turbulent flows. Short Title. Hydrodynamic turbulence and intermittent random fields

Journal: :Computer methods and programs in biomedicine 2012
M. J. Lewis A. L. Short John Suckling

The scaling (fractal) characteristics of electrocardiograms (ECG) provide information complementary to traditional linear measurements (heart rate, repolarisation rate etc.) allowing them to discriminate signal changes induced pathologically or pharmacologically. Under such interventions scaling behaviour is described by multiple local scaling exponents and the signal is termed multifractal. Ex...

2001
L. BARREIRA

We establish a “conditional” variational principle, which unifies and extends many results in the multifractal analysis of dynamical systems. Namely, instead of considering several quantities of local nature and studying separately their multifractal spectra we develop a unified approach which allows us to obtain all spectra from a new multifractal spectrum. Using the variational principle we a...

2014
Nandan Das Subhasri Chatterjee Satish Kumar Asima Pradhan Prasanta Panigrahi I. Alex Vitkin Nirmalya Ghosh

Multifractal, a special class of complex self-affine processes, are under recent intensive investigations because of their fundamental nature and potential applications in diverse physical systems. Here, we report on a novel light scattering-based inverse method for extraction/quantification of multifractality in the spatial distribution of refractive index of biological tissues. The method is ...

Journal: :Mathematics and Computers in Simulation 2016
James R. Thompson James R. Wilson

To analyze financial time series exhibiting volatility clustering or other highly irregular behavior, we exploit multifractal detrended fluctuation analysis (MF-DFA). We summarize the use of local Hölder exponents, generalized Hurst exponents, and the multifractal spectrum in characterizing the way that the sample paths of a multifractal stochastic process exhibit lightor heavy-tailed fluctuati...

2013
Oleg I. Sheluhin Artem V. Garmashev

In this chapter, the main principles of the theory of fractals and multifractals are stated. A singularity spectrum is introduced for the random telecommunication traffic, concepts of fractal dimensions and scaling functions, and methods used in their determination by means of Wavelet Transform Modulus Maxima (WTMM) are proposed. Algorithm development methods for estimating multifractal spectru...

2017
Rémi Rhodes Vincent Vargas

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metr...

2016
Fabio A. Labra Jose M. Bogdanovich Francisco Bozinovic

Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2), in the laboratory mouse Mus musculus, asse...

2005
Jacopo Grazzini Nektarios Chrysoulakis

Research into understanding relationships between landscape pattern and process has been influenced by the introduction of fractal geometry and the advent of fractal analysis. With the increasing availability of high-resolution digital elevation data from increasingly larger areas of the Earth’s surface, together with advances in geocomputation and the field of geomorphometry, the concept of fr...

2008
W. M. Macek

Within the complex dynamics of the solar wind’s fluctuating plasma parameters, there is a detectable, hidden order described by a chaotic strange attractor which has a multifractal structure. The multifractal spectrum has been investigated using Voyager (magnetic field) data in the outer heliosphere and using Helios (plasma) data in the inner heliosphere. We have also analyzed the spectrum for ...

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