Recent empirical studies of the internet and WAN traffic data have observed multifractal behavior at time scales below a few hundred milliseconds. There have been some attempts to model this phenomenon, but there is no model to connect the small time scale behavior with behavior observed at large time scales of bigger than a few hundred milliseconds. There have been separate analyses of models ...

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new phenomena in multifractal analysis of continuous functions. In particular, we find examples of statistically self-similar such functions obeying the multifractal...

It is shown that the heart rate variability (HRV) in healthy and diseased humans possesses a hierarchical structure of the She-Leveque (SL) form. This structure, first found in measurements in turbulent fluid flows, implies further details in the HRV multifractal scaling. The potential of diagnosis is also discussed based on the characteristics derived from the SL hierarchy. The heart beat inte...

Due to geological reasons, fractured reservoirs are extremely heterogeneous. Modelling of these reservoirs has so far been considered complex and progress is still inadequate. This paper presents a novel and hybrid method to model discrete fracture networks in naturally fractured reservoirs. It involves investigation and systematic integration of tasks spanning cross-disciplinary areas: geologi...

In this paper, taking about 7 years’ high-frequency data of the Shanghai Stock Exchange Composite Index (SSEC) as an example, we propose a daily volatility measure based on the multifractal spectrum of the high-frequency price variability within a trading day. An ARFIMA model is used to depict the dynamics of this multifractal volatility (MFV) measures. The one-day ahead volatility forecasting ...

The concept of multifractality is currently used to describe self-similar and complex scaling properties observed in numerous biological signals. Fractals are geometric objects or dynamic variations which exhibit some degree of similarity (irregularity) to the original object in a wide range of scales. This approach determines irregularity of biologic signal as an indicator of adaptability, the...