Corrupted bifractal features in finite uncorrelated power-law distributed data

DOI10.1016/J.PHYSA.2022.127828MaRDI QIDQ2162971zbMATH OpenOpenAlexWikidataFDO

Authors Felipe Olivares, Massimiliano Zanin

Publication date 9 August 2022

Published in Physica A (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2110.07394

zbMATH Keywords

time series analysismultifractalitypower-law distributionsmultifractal detrended fluctuation analysisair transport dynamicsgeneralised Hurst exponent

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• Detecting long-range correlations with detrended fluctuation analysis
• Fractal measures and their singularities: The characterization of strange sets
• Multifractal detrended fluctuation analysis of nonstationary time series
• Multifractal detrended fluctuation analysis: practical applications to financial time series
• Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods
• Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study
• THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
• Testing for nonlinearity in time series: the method of surrogate data

Describes a project that uses

Uses Software

• Matlab

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