Estimation of multifractality based on natural time analysis

DOI10.1016/J.PHYSA.2018.08.015MaRDI QIDQ2151757zbMATH OpenOpenAlexFDO

Authors A. Mintzelas, Nicholas V. Sarlis, Stavros-Richard G. Christopoulos

Publication date 5 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.08.015

zbMATH Keywords

fBmfGnheart rate variabilitymultifractalsnatural timetime reversal

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• Brownian motion: a paradigm of soft matter and biological physics
• Detecting long-range correlations with detrended fluctuation analysis
• Encyclopedia of Complexity and Systems Science
• Fractal measures and their singularities: The characterization of strange sets
• Fractional Brownian Motions, Fractional Noises and Applications
• From \(1/f\) noise to multifractal cascades in heartbeat dynamics
• scientific article; zbMATH DE number 108079 (Why is no real title available?)
• scientific article; zbMATH DE number 1253585 (Why is no real title available?)
• scientific article; zbMATH DE number 1368020 (Why is no real title available?)
• Multifractal detrended fluctuation analysis of nonstationary time series
• Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods
• Semi-Stable Stochastic Processes
• THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
• The Weierstrass-Mandelbrot process revisited

Cited in

(6)

• Analysis of natural and artificial phenomena using signal processing and fractional calculus
• Detecting multifractal stochastic processes under heavy-tailed effects
• ABOUT THE EFFECTIVENESS OF DIFFERENT METHODS FOR THE ESTIMATION OF THE MULTIFRACTAL SPECTRUM OF NATURAL SERIES
• Une méthode d'estimation du spectre multifractal
• A multifractal detrended fluctuation analysis approach using generalized functions
• Multifractal time series analysis using the improved 0-1 test model

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