نتایج جستجو برای: multifractal model
تعداد نتایج: 2106700 فیلتر نتایج به سال:
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 and analyzed its fractal properties using two methods of multifractal analysis: MFDFA and WTMM. Both methods showed that there are texts which can be considered multifractal in this representation but a majority of tex...
Both multifractal and monofractal scaling of structure function exponents are observed in the turbulent magnetic fluctuations of the Swarthmore Spheromak Experiment plasma. Structure function and probability distribution function (PDF) analysis exhibits multifractal scaling exponents in low frequency, inertial range fluctuations of the turbulence but monofractal scaling in higher frequency, dis...
a yield–soil–topography analysis. Spectral analysis was utilized by Timlin et al. (1998) to study the influence of Quantifying the spatial variability of crop yields and yield-affecting topographic location and surface curvature on corn factors are important issues in precision agriculture. Topography is frequently one of the most important factors affecting yields, and grain yield based on dat...
We study the multifractal properties of diffusion in the presence of an absorbing polymer and report the numerical values of the multifractal dimension spectra for the case of an absorbing self avoiding walk or random walk.
There has been a growing interest in constructing stationary measures with known multifractal properties. In an earlier paper, the authors introduced the multifractal products of stochastic processes MPSP and provided basic properties concerning convergence, nondegeneracy, and scaling of moments. This paper considers a subclass of MPSP which is determined by jump processes with i.i.d. exponenti...
Multifractality and nonlinear diamagnetic susceptibility in a superconducting network at percolation
2014 We have calculated numerically the current distribution of a two-dimensional Josephson junction network in a magnetic field. At the percolation threshold and in the approximation of linear junctions this distribution is multifractal. We have also considered the lowest order nonlinear corrections to the diamagnetic susceptibility. This correction scales with one of the exponents of the mult...
We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correla...
This paper studies of the multifractal dynamics in 84 cryptocurrencies. It fills an important gap literature, by studying this market using two alternative multi-scaling methodologies. We find compelling evidence that cryptocurrencies have different degree long range dependence, and --more importantly -- follow stochastic processes. Some them models closer to monofractal fractional Gaussian noi...
This paper shall present a multifractal interpretation of turbulent atmospheric entities, considering them complex system whose dynamics are manifested on continuous yet non-differentiable curves. By bringing forth theoretical considerations regarding structures through functions in the form an adaptation scale relativity theory, minimal vortex instance flow is considered. In this manner, spont...
In this paper, we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and analyze their multiscaling properties by estimating the parameters of a Markov-switching multifractal (MSM) model with Lognormal volatility components. In order to see how well estimated models capture the temporal dependency of the empirical data, we estimate and co...
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