Multifractal time series analysis using the improved 0-1 test model

DOI10.1016/J.CHAOS.2014.11.016MaRDI QIDQ728168zbMATH OpenOpenAlexFDO

Authors Kaiye Xu, Pengjian Shang, Guochen Feng

Publication date 19 December 2016

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2014.11.016

zbMATH Keywords

multifractal signal fluctuation analysisnonstationary time seriestraffic flow data

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Chaotic analysis of traffic time series
• Fractal measures and their singularities: The characterization of strange sets
• Fractal-based brain tumor detection in multimodal MRI
• scientific article; zbMATH DE number 192842 (Why is no real title available?)
• scientific article; zbMATH DE number 2060078 (Why is no real title available?)
• scientific article; zbMATH DE number 1912121 (Why is no real title available?)
• Measuring the fractal geometry of landscapes
• Mono- and multi-fractal investigation of scaling properties in temporal patterns of seismic sequences
• Multifractal detrended fluctuation analysis of nonstationary time series
• On the Implementation of the 0–1 Test for Chaos
• The multifractal spectrum of statistically self-similar measures

Cited in

(1)

• Estimation of multifractality based on natural time analysis

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