We test for the presence of multifractality in the daily returns of the three most important stock market indices from Central and Eastern Europe, Czech PX, Hungarian BUX and Polish WIG using the Empirical Mode Decomposition based Multifractal Detrended Fluctuation Analysis. We found that the global Hurst coefficient varies with the q coefficient and that there is multifractality evidenced thro...

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition frommanaged to independent float regime the c...

In this paper are presented the current results of scientific research of the RR time series for healthy and unhealthy subjects. TheRR intervals are obtained from 24-hour digital Holter ECG records of subjects. The used in the presented research work wavelet-based multifractal analysis of RR time series is provided by Wavelet Transform Modulus Maxima method. This method is based on wavelet anal...

Interpretation and analysis of intrapartum fetal heart rate, enabling early detection of fetal acidosis, remains a challenging signal processing task. Recently, a variant of the wavelet-based multifractal analysis, based on p-exponents and p-leaders, which provides a rich framework for data regularity analysis, has been proposed. The present contribution aims at studying the benefits of using t...

In this paper, we investigate the multiscale cross-correlations between electricity price and trading volume in Czech market based on a newly developed algorithm, called Multifractal Cross-Correlation Analysis (MFCCA). The new algorithm is a natural multifractal generalization of the Detrended Cross-Correlation Analysis (DCCA), and is sensitive to cross-correlation structure and free from limit...

In this thesis we look at the use of Multifractals as a tool in image analysis. We begin by studying the mathematical theory behind the concept of multifractals and give a close description of both fractal theory and multifractal theory. Different proposed approaches for estimating the multifractal exponents for a digital image is then presented and we describe how these exponents can be used t...

One of the main properties of a three-dimensional (3D) video is the large amount of data, which impose challenges for network transport of videos, in applications such as digital video broadcast (DVB), streaming over IP networks, or for transmission over mobile broadband. Addressing these challenges requires a thorough understanding of the characteristics and traffic properties of 3D video form...

We establish the complete multifractal formalism for Gibbs measures for confor-mal expanding maps and Markov Moran geometric constructions. Examples include Markov maps of an interval, hyperbolic Julia sets, and conformal toral endomorphisms. This paper describes the multifractal analysis of measures invariant under dynamical systems. The concept of a multifractal analysis was suggested by seve...

Based on the multifractal detrended fluctuation analysis (MF-DFA) and multifractal spectrum analysis, this paper empirically studies the multifractal properties of the Chinese stock index futures market. Using a total of 2,942 ten-minute closing prices, we find that the Chinese stock index futures returns exhibit long-range correlations and multifractality, making the single-scale index insuffi...

Long memory (long-term dependence) of volatility counts as one of the ubiquitous stylized facts of financial data. Inspired by the long memory property, multifractal processes have recently been introduced as a new tool for modeling financial time series. In this paper, we propose a parsimonious version of a bivariate multifractal model and estimate its parameters via both maximum likelihood an...